Thank you for posting in Microsoft Community.I'm Perla R. Independent Advisor.
Turn off Controlled Folder Access:
1. Select Start > Settings .
2. Choose Update & security > Windows Defender.
3. Select Open Windows Defender Security Center.
4. Select Virus & threat protection, and then choose Virus & threat protection settings.
5. Under Controlled folder access, turn it on or off.
Is that the Windows live mail Application or were you accessing that in a browser?
Either Way, Open Task Manager (Ctrl + Shift + Esc)
Find that application on Processes Tab, right click and choose 'Open File Location'
Note down the exact path to that, and then add that to the list . ..
I know this is a pain to do, Microsoft really should make this process easier to do. But honestly there is a lot of ransomware around at the moment and you don't want to leave your system vulnerable . ..