NOTE: There are many different ways to set up a rule, depending on what you want to accomplish. Illustrated below is one way to do so. The specific example used is setting up a rule for filtering your junk mail.
1. In Outlook, in the Home tab, click on Rules. Select 'Manage Rules and Alerts'
2. Click on 'New Rule'
3. Select 'Apply rule on messages I receive' under 'Start from a blank rule'
4. Click Next
5. Click on 'with specific words in the message header'
6. Click on 'specific words' under Step 2
7. In the Search Text window, specify the words to filter on (in this case, you will enter Gauge=XXXX which will transfer any message flagged as 40% or greater probability of being spam into the Junk E-mail folder.
8. Click Add
9. Click OK
10. Click Next
11. Click 'move it to the specified folder'
12. Click on 'specified' under Step 2
13. Click on the folder you want the mail sent to (in this case, the Junk E-mail folder). Click OK
14. Click Next. Click Next again.
15. Provide a name for the rule. Outlook will suggest a name, which you can keep.
16. Review the rule under step 3
17. Click Finish
Once you set up a rule, you'll want to keep track of what's happening and whether it's actually carrying out the actions as you wanted them to be carried out. Rules will act in the order they're listed. Once a rule has moved a message out of the inbox, no more rules will be applied to that message.