I get this problem sometimes. Basically i believe its because OE downloads messages twice. Once because you set that account to synch automatically when you load OE and the second time because you click on that account and it downloads them again (before the first autosynch process is complete). I was able to get around this by either a) unchecking the autosynch that account or b) waiting until all the messages load then clicking on that account.
What really bugs me is when sometimes one of my accounts gets filled with all the messages of another account. Only way to fix this is close/reopen OE and redownload all those msgs again.
If you do open O/E while the messages are being d/loaded from hotmail, you will get multipule messages [though not all the time], its a know bug/issue.
If you have another folder on your hotmail account just click onto that, then go back to your inbox folder and the multipule messages are no more, a pian in the a$$ I know but this is how I get around it rather than closing and re-opening O/E.