Since your question is in the Windows Live section, I am assuming you are using the Windows Live Mail (POP Version). To add a group email do the following:
1. In Windows Live Mail, click the "contacts" button
2. Click "New"
3. Select "Category"
4. Name the Catergory (such as Family or whatever you want to call the group)
5. Check the email addresses of the list that pops up for those you want in the group.
Now, next time you want to send an email with this program, in the "to" field, simply type the name of the category you just created. All contacts you added to the group will now be sent the email you just wrote.