In hotmail go to preferences and select reply to and enter the new email address you have constructed. When people then hit reply to after you have sent an email it will go to the domain where it will be forwarded to your hotmail or whatever address you have selected. As for adding to the address book, try sending one to another of your email addresses (pref outlook express) and right click the message and select add sender. If you then look in the address book and right click and select properties, you should see the email address it thinks it has come from - hopefully the new one. I cant test this so you wil have to just give it a go. Good Luck.
John