1) Click on Tools
2) Click on Rules and Alerts
3) Click on New Rule
4) Click on Start from a Blank Rule
5) Click Next

If the address/alias is in your address book, follow step 7a-e If not, go to step 8a-8e
7a) Place a check next to FROM PEOPLE OR DISTRIBUTION LIST.
7b) On the window below, click on From People or Distribution List
7c) Select the addresses from your address book.
7d) Click Next
7e) Go to step 9

8a) Click With specific words in the sender’s address
8b) On the window below, click on the hyperlink Specific words
8c) Type in the e-mail address
8d) Click add
8e) Click ok

9) Click next
10) Click MOVE it to the specified folder (if you want to have separate folders).
11) On the window below, choose the folder.
12) If you want to specify exceptions, click next, otherwise click FINISH.
References :