Rules and closed .pst files

[Mark Rae]

Hi,

I'm currently using Outlook 2003. In the previous version, it was possible
to do the following:

1) open a .pst file
2) create a new folder in that .pst file
3) set up a rule to copy sent and/or received emails to that folder
4) activate the rule
5) close the .pst file

I found this particularly useful to avoid having to clutter my Outlook with
loads of different .pst files.

This doesn't seem to be possible in Outlook 2003 - once the .pst file is
closed, the rule can't copy emails into it.

Is there a way round this?

Any assistance gratefully received.

Mark