Its easy. All you do is grab a copy of the Windows Live button (), copy it to your site and then add a hyperlink to the button..
<a href="http://www.live.com/?add=http://www.yoururl.com/feed.rss"><stick image here></a>.
Once you've got the URL right it just takes a single click to add your RSS feed to Live.com and add a new level of stickiness to your site.
Via the Hive