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There are several third party programs that will forward your Hotmail or Live mail to Gmail. If you can access Hotmail via Outlook or Outlook Express (this service ends June 30, 2008), you have WebDAV.  If you have WebDAV, use the free Getmail to transfer your Hotmail to Gmail

Getmail
http://www.e-eeasy.com/GetMail.aspx
Getmail requires WebDav  

http://www.e-eeasy.com/Adverts.aspx#News2

If you do not have WebDAV, then use this paid program with a free trial

GTransfer
http://gtransfer.com/