As most of you I had to spend hours playing with the headers.
The way to solved it was like this.
It didnt have nothing to do in the way headers where made,
it just had to do as who was sending the mail.
You can not tell hotmail you are sending a mail as user@hotmail.com, it will automatically send you to the Junk Mail.
WRONG
$headers .= "From: \"My Name\" <user@hotmail.com>\r\n";
CORRECT
$headers .= "From: \"My Name\" <user@anydomain.com>\r\n";
$headers .= 'MIME-Version: 1.0' . "\r\n";
Here you can put what ever you like
$headers .= 'Content-Type: multipart/mixed;' . "\r\n";
$headers .= " boundary=\"$mime_boundary\"";
Regards