1) Click on Edit > Message Filters...

2) In the Message Filters window click on the New button on the right side.

3) In the Filter Rules window complete the "For incoming messages that match:" seciotn as shown below - keep in mind the Rules/Filtering Options below when completing this section. In the "Perform this action:" section click on the New folder.. button to create a new folder to put the spam in.
Rules / Filtering Options
Messages identified as spam by our mail server will have the the following prefixes added to the subject line of the message:
- (SPAM*) indicates a medium accuracy spam message
- (SPAM**) indicates a high accuracy message
Since we identify spam at two accuracy levels you have the choice of setting up message rules for each accuracy level, or a single rule that catches all.
When setting up rules or filters the following options can be considered:
- Catch All: filter for SPAM*
- Just Medium Accuracy: filter for (SPAM*)
- Just High Accuracy: filter for (SPAM**)

4) In the New Folder window we named the spam folder SPAM for this example. For the "Create as a subfolder of:" section we selected the INBOX to be the parent. Click on the OK button to close the New Folder window.

5) After creating the new folder you should be able to complete the "Perform this action" section as shown below. Click the OK button and you are finished.

