The MDN (Message Disposition Notification) feature is in Windows Live Mail called read receipt. When composing a message, it's in the
Delivery section of the Message tab of the ribbon:
If you want to include a request for a read receipt with all outgoing mail messages, you can enable it: when viewing your message list, press Ctrl-Shift-O for Options. Have a look at the
Receipts tab.
Note that it's entirely at the recipient's discretion whether he returns a read receipt or not.