Sounds like your preferences icon toolbar is missing, which can happen in Mail 2.1.3 alone and was removed from Mail 3.0. In the upper right hand corner of the window you opened by going to the Mail menu and then Preferences, along the title bar, is a light white/gray oval. Click on it once to reveal the different items you can change. You may have Accounts selected at the moment, click to Rules and make your changes.