just right click on local folders in the left hand pane, select NEW FOLDER, give the folder a name, then click OK. It will now appear at the bottom of your list of local folders (inbox, outbox, sent etc.....) Then when you get any messages, just drag with the RIGHT mouse button over the the desired folder in the left pane until it highlights that particular folder then release the mouse button and it's sorted
Let me know if this helps
Cheers
kwunder :-D