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I'd love to know this too! I can't see any place to make server side rules to direct my incoming mail, and it seems a little backwards to me to have to open mail.app to have my mail sorted up in the cloud..
 
Yeah what gives with that. I tried creating rules in Mail.app and closing it and seeing if they were applied to incoming mail and they weren't.

You can apply rules all day long to Exchange Server mail and it doesn't matter if outlook is open or not.

Mobileme DOES NOT equal Exchange for the rest of us from what I've seen.
 
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