after rebuilding my computer I can't get all my Rules to work...

XP Pro sp3
Office 2003 totally updated
2007 Exchange Server

After my hard drive when south I've reinstalled and updated XP and Office.
The main rule I would like to get working again is the one that sends all
emails sent to me from my domain to my CIT folder.

I've deleted the original rule and recreated it a number of times.

The way I've been doing this is:
In the Rules Wizard I choose "Start from a blank rule"
I select "Check messages when they arrive"
Then I check "with Specific words in the sender's address" and enter
"cumberlandinternationaltrucks.com"
Next
Then I tell it to move to the specific filder "CIT". I actually choose it
from the list.
Then I Choose Finish.
Then I choose Apply.

The I choose "Run Rules Now..."
I choose the rule I just created.
I have the "Run in folder" pointed at my "Inbox"
Apply rules to "All Messaged"

It appears to run, but doesn't move the emails from my domain to the CIT
folder.

Any ideas on how to resolve this?

Also are these rules I'm creating this way stored on the server or on my PC?
Can I make rules that would reside on the server and not my PC?

Any help would be appreciated!

Kelvin