On my website, I was playing with the option of breaking my larger posts in to smaller pages. So, in lieu of having one massive log post, [like 3000 words], I've got a piece here, piece here and piece here; basically spoon feeding the reader the information for some of my longer posts that have to do with how to's.
And what I noticed during this process of researching the ability and how to accomplish it and IF it'd be a good idea; I found that WordPress and Windows Live Writer don't have the option to use the <!--nextpage--> tag in WordPress.
Baically, if you go in to the WordPress editor and in to Windows Live Writer 2011; you don't have these options.