Just today I've started to see in my web-server logs lines like this:
IP_WITHHELD - - [19/Oct/2011:20:47:04 +0000] "GET /providers/bookings HTTP/1.1" 500 21975 "http://co111w.col111.mail.live.com/mail/InboxLight.aspx?n=554012541" "Mozilla/5.0 (Windows NT 6.1; WOW64; rv:7.0.1) Gecko/20100101 Firefox/7.0.1"
IP_WITHHELD - - [19/Oct/2011:20:47:43 +0000] "GET /providers/bookings HTTP/1.1" 500 21976 "http://co111w.col111.mail.live.com/mail/InboxLight.aspx?n=1672240566" "Mozilla/5.0 (Windows NT 6.1; WOW64; rv:7.0.1) Gecko/20100101 Firefox/7.0.1"
I don't run Live Mail, however. Someone is hitting my servers with the Host header set to mail.live.com, as you can see. What purpose does this serve?
That's not the host header, that's the referrer.
It means that someone clicked on a link in an email (or loaded a resource embedded in an email) that sent them to your site from the mail.live.com site.