I have set myself up with a second mailbox to use when contacting suppliers etc. The idea being to reduce Spam coming to my main mailbox. The problem is that any acknowledgements still get sent to the main mailbox despite my using the new address on orders, enquiries etc.
I can send mail to myself from one box to the other or direct to the same box. The addresses are considerably different to avoid typos.
If you are going done the rules route the rule you need is "where the to line contains people"(which is the condition) you should then click on the "to people" and a box will pop up in which you can type the address. You should then set the action (ie move to a specified folder) and then specify the folder, to which the message should go.
I have set up rules along these lines for my chidrens mail (they are only 8 & 5) so that their mail goes into their own folders rather that mine, but I am still able to look at it and monitor it (no doubt this will all change when they get to be more computer-literate than me!).
I may not have explained this very well (it is much easier to do than to type the instructions!), but if you are still struggling post back and I'll try to walk you through it.
I have tried your method and it seem to work up to a point. I created two folders one attached to my main Inbox and one to my stored e-mails. I had a message sent to me which arrived in the new stored e-mails folder. I wouldn't be able to see if anything had arrived without opening up my storage folders. I really would like it to show on the new inbox folder. Does yours work that way?