a couple of weeks ago a large number of Hotmail accounts were hacked. Several fo my customers suddenly found their account had been turned into spam relays.
Its possible that what you've sen is an attempt to hijack your mail in the same way. Someone somewhere launched a bot at your account in an attempt to get your password. Hopefully they failed. However I'd still be inclined to change your password to something difficult and also change the associated security / reset questions as well