Select “Check messages when the arrive” and click Next
In Step 1 of the Window check the box “With specific words in the recipient's address”
In Step 2 of the Window click on specific words.
Type in your email address and click Add then OK.
On the next screen check “move it to the specified folder” in step 1
In Step 2 click on the specified link and choose the folder that you want your emails from this account to go.
Click Next, and if you don't have any exceptions to add click Next and Finish. Now all the emails sent to the specified email address will be saved in the specified folder.