Scott, generally, to add a folder to your Favorite Folders in Outlook 2003,
all you have to do is right-click a mail folder in the All Mail Folders pane
and select Add to Favorite Folders from the shortcut menu. To add the Unread
Mail search folder to your Favorites, scroll down to the bottom of your
Personal Folders in the All Mail Folders pane and look for Search Folders.
Expand Search Folders and see if the Unread Mail folder isn't there. If it
isn't, right-click the Search Folders folder and select New Search Folder.
When the dialog box appears, click Unread Mail, then OK. An Unread Mail
folder will appear under Search Folders. Right-click it and add it to your
Favorite Folders.
For more information, take a look at this page from Microsoft's Website:
http://office.microsoft.com/assista...CTT=1&Origin=EC010230071033&QueryID=C5U54DLBi