If you click on the help menu at the top of outlook express, then select contents and index, then select managing large numbers of messages, and then select managing email messages with rules, the instructions will tell you how to. My instructions say:
Managing e-mail messages with rules
When you have large volumes of incoming e-mail, Outlook Express can help you process it more efficiently. You can use rules in Outlook Express to automatically sort incoming messages into different folders, highlight certain messages in color, automatically reply to or forward certain messages, and do much more.
To create a rule for e-mail messages
On the Tools menu, point to Message Rules, and then click Mail.
Message rules cannot be created for IMAP or HTTP e-mail accounts.
If this is the first rule you are creating, proceed to step 3. Otherwise, on the Mail Rules tab, click New and proceed to step 4.
Select the conditions for your rule by selecting the desired check boxes in the Conditions section. (You must select at least one condition.)
You can specify multiple conditions for a single rule by selecting more than one check box. Click the and hyperlink in the Rule Description section to specify whether all of the rule conditions must be met before the specified action occurs (and), or whether at least one must be met (or).
Specify the actions for your rule by selecting the desired check boxes in the Actions section. (You must select at least one condition.)
Click the underlined hyperlinks in the Rule Description section to specify the conditions or actions for your rule.
You can click contains people or contains specific words in the Rule Description section to specify the people or words you'd like Outlook Express to look for in messages. If you enter multiple people or multiple words per condition, use the Options button in the Select People or Type Specific Words dialog boxes to further customize the condition.
In the Name of the rule text box, select the default name or type a new name for your rule, and then click OK.
Notes
You can create a new rule by selecting an existing one on the Message Rules tab and clicking Copy. This is helpful when the new rule you want to create is similar to an existing one.
You can create a rule from a message by selecting an e-mail message in the main window and then on the Message menu clicking Create Rule from Message. This helps by automatically filling in the name of the person on the From line; no other information from the message, however, is entered into the rule.