Yep, the rules thing works fine for me too.
try it like this: using everything coming to the "blah@blah.com" email to the destination "Blah" folder
Only time it doesn't work right is when you get a bulk message where your email isn't in the "to" field, but when that happens you can always make a rule for those that skip by and make those email go to a specific folder too by using something common, like what is in the subject line.