Junk Mail not downloading

[AB]

I have tried to set the Hotmail settings to "Download JunkMail" (the
box is checked) but the Junk folder on Hotmail continues to sit there
with messages in it that I am not getting. What is happening? Do I
need to do something besides check this box? Should it go to my inbox,
or do I need to have a "Junk" folder for the junk to go into?