Update: I managed to change my windows live ID to my gmail address as of 3/4/2009, therefore the post below is no longer relevant. However, the verification e-mail from windows live to my gmail was filtered into the spam folder. I'm not sure who to blame for that.
Can you? I can't. I failed in several attempts to change my windows live ID through the following link: https://account.live.com/ChangeId.aspx?mkt=en-us&rp=SummaryPage although I had been using my own email address as a Live ID.
The fact is I couldn't change it to a gmail address as I'd like to. Below is the screen shot of the results after I click on the Save button. It always complains that "There's a temporary problem with the service. Please try again. If you continue to get this message, try again later." (highlighted in pink). The actually email addresses were masked for privacy reason.
Note it's quite interesting that the green text says The Windows Live ID for my gmail address is available when I click on the Check availability button.