Mail and Junk (leopard)

I tried searching the help in mail, and saw that you have to assign a mailbox to be a junk folder. I tried creating a mailbox but the assign function was greyed out.

Anyone else know what the deal is?

 

My Junk Works

I was able to set mail to work as before Leopard, by changing the Preferences for Junk Mail.

Mail
>Preferences
>>Junk Mail
>>>Enable Junk Mail Filtering
>>>>Move It To The Junk Mail Mailbox


Now, all my junk mail goes to the Junk mail mailbox as it is supposed to.