If this is a To rule, is it for another of your addresses? Write the rule
this way:

Where the message is from the specified account.
Move it to the specified folder & Stop processing more rules.
Click on: Specified Account and enter the account name for the second Inbox.
Click on: Specified Folder and select the folder you created.
Name the rule.

Move this rule to the top of the rules list and the incoming messages will
be separated into their respective folders.

How to set up OE Message Rules:
http://www.oeupdates.com/outlook-express-message-rules-block-spam.html

http://www.timeatlas.com/mos/Email/Outlook_Express/Creating_Rules_in_Outlook_Express/

http://www.jackieswebworks.com/outlook%20express%20notes.htm

Some Message Rule Ideas:
http://www.mindspring.com/~majik/messagerules.htm

Some tips:
http://insideoe.tomsterdam.com/tips/rules.htm

Controlling Junk Mail in Outlook Express:
http://www.microsoft.com/windows/IE/community/columns/junkmail.mspx

Message Rules not working?:
http://www.tomsterdam.com/insideoe/faqs/why.htm#rules

Take a look at the message source (Ctrl-F3) for the problem message.
Compare the TO header your rule.  The value specified in the message
rule must exactly match (except for upper/lower case) some text in the
TO header.  It doesn't have to match the whole header, but must be
contained in it.  For example, if the rule says "claudeb" that will
match "claudeballs" but not "claude balls".

If the address was on the CC, then you must use the TO or CC rule, not
just the TO rule.

Is there a rule above that matches the email in any way that has "Stop
processing ..."?