When you run Microsoft OneNote 2010 for the first time, you will need to perform some setup tasks. The very first screen that is displayed asks you whether you will be using OneNote from other computers (via the internet) or just the computer you’re using at the moment. The recommended option is the first one, so unless you have a good reason not to, select that.
Click Continue.
The next screen asks you to sign in with your Windows Live ID log on details. If you haven’t yet created a Live ID account, click on sign up for Windows Live SkyDrive. If you already have a Windows Live account, click Sign In.
After you click Sign In, OneNote will try to connect to the server.
Once a connection has been established, you will be asked to type in your Windows Live ID log on details.
Type in your log on details and click OK.
Now that OneNote has your log on details, it tries to connect to the web service that it needs. Once your account details have been verified to be correct and connection with the web service has been established… you’re in! You should then see the following screen where you can begin using OneNote 2010.

You can view the setup process as one that involves you giving your Windows Live ID details to OneNote so that it knows how to connect to your SkyDrive account.