Click on "Tools" and choose "Rules Wizard"

Click on "New"

Choose "Start from a black rule" and make sure "Check messages when they arrive is highlighted."

Click on "Next"

Do not check any boxes. Just click "Next".

You will see a warning pop up. Click "Yes".

Check "Move it to a specified folder".

By clicking on the link "Specified" in the lower window you will be able to choose the folder (The folder "Junkmail" was created for this example). Moving the email to a folder allows you to view it; you can make sure the filter does not accidentally remove useful mail.

Click "Next"

Check "Except if my name is in the "To" or "Cc" box"

If you have additional email address that Outlook XP is checking, or are subscribed to any email lists with their own email addresses, also check "Except with specific words in the recipient's address".

By clicking on the link "specific words" in the lower window you can specify any additional email addresses you are checking, or the address of any email lists to which you are subscribed ("myalias@mydomain.com" was used for this example).

Click "Next"

Type in a name for the rule.

Make sure that "Turn on this rule" is checked.

Click "Finish"

The rule is now enabled.

Click "Ok" if done. Click "New" to add another rule.