Where messages disappear to when rules not setup correctly

[falcios]

Outlook 2002
I am trying to setup a rule for email that comes in to move to a certain
folder also to notify me when it arrives. The rules displays can't copy to
folder and notifies the mail has arrived. The problem is that I can't locate
these emails after the rule runs. Where does it store these emails that it
can't file?

Thanks in advance.

 

[20100215]

Normally in your inbox.