This application allows you to play and organise your music, discover and download new music, all seamlessly integrated with your PC and your Nokia device.
Give every day a soundtrack with Nokia Music. Move your favourite CDs to your Nokia device with one simple click. Create and share playlists with your friends and family. A [...]

Symbian Freak reported a few days back about availability of Windows Live client for Nokia in USA and a few more European countries.
I’m happy to say that it is also available for download in India, just go to download! in the Menu and you’ll find the client listed as Mail, IM.
Screenshot below: