Click on Mail / Preferences / Rules / New Rule
Then set the following:
1) Where it says 'If any of the following conditions are met'....change the 'any' to 'all'
2) The From contains <your own email address in here>. I used
johndoe@me.com. This isn't strictly necessary if you only have one email account you send emails from. If you have a private and a work email that you use, then put your work email address here.
3) Click the '+' to add a second condition
4) then 'To contains <your work email domain name, assuming it's the same>. I used @work_email.com
5) Then set the 'Perform following actions' and select the subfolder you want....
Something like this....
EDIT. - Just re-read your note, if you want ALL emails from you send form a specific work email account, then drop step 4. If you sometimes use your work account to send personal emails, then leave step 4 in, assuming you only send them to work colleagues.