Up till now the hackers have succeeded in breaking each and every protection.
So I would say that the Windows Live message is a positive indication, but that one should still use normal caution.
As regarding what you should add to your own emails, see The Sender ID Framework :
Sender ID seeks to verify that every
e-mail message originates from the
Internet domain from which it claims
to have been sent. This is
accomplished by checking the address
of the server that sent the mail
against a registered list of servers
that the domain owner has authorized
to send e-mail. This verification is
automatically performed by the
Internet service provider (ISP) or the
recipient's mail server before the
e-mail message is delivered.
To use SIDF, e-mail senders and domain
owners must publish or declare all of
the Internet Protocol (IP) addresses
used by their outbound e-mail servers,
or the IPs authorized to send e-mail
on their behalf, in the Domain Name
System (DNS). These IPs are included
in a Sender Policy Framework (SPF)
In the best case, all this is already taken care of by your ISP.
But it is best to make sure.
In any case, the safety this method gives is based on the DNS system, which we know can be hacked; on the ISP, which we know may be rogue; and on the contents of the email, which can be forged. So Sender ID is surely hackable.