Mail question

I'm not too familiar with how mail retrieval systems work... but I have Mail.app set up to retrieve my Hotmail (with the httpmail plug-in) and my university e-mail. I was wondering if there's any way to create folders in Mail, into which I can drag emails without actually moving them from the Inbox. Sort of like iTunes' playlists, which just have links to the songs, not the actual file. I don't want to move emails from the Inbox (which creating folders seems to do), I just want the folders to contain copies of emails so they're easier to access

Any thoughts?