Bumpage.
I have a similar problem, though it seems to occur rarely. Once in a while, when I log out just after reading my mail, I get that same "2 (or 3, 4) unread messages" at the login screen. It's definitely not a hotmail thing, since I don't have a hotmail address or use passport or any of that crap. I'm wondering if the choice of mail client has something to do with it. I use Netscape mail even though I browse with IE6. Now I know that something's not right there because I can't click through "mail to:" links. I know that can be fixed, but I've just never bothered to do it. Might be part of the problem, though...