Either File, New folder to create more folders or File, New Outlook data
store to create a new message store then create rules to move messages.
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Diane Poremsky [MVP - Outlook]
Author, Teach Yourself Outlook 2003 in 24 Hours
Coauthor, OneNote 2003 for Windows (Visual QuickStart Guide)
Author, Google and Other Search Engines (Visual QuickStart Guide)