This works in Outlook 2003. Dunno what version of Outlook you have, so your options may differ.
Tools - Rules and Alerts - E-mail Rules tab - New Rule... option - (starts the rules wizard) - Start from a blank rule button - Check messages when they arrive - next >.
Step 1: Select conditions: Check the box "with specific words in the sender's address".
Step 2: edit the rule description: Click the underlined "specific words".
Type in (in your case) ebay.com in the Specify a word or phrase to search for in the sender's address: box. Click Add. Click OK.
Step 1: Select actions: Check the box "move it to the specified folder".
Step 2: edit the rule description: Click the underlined "specified" folder.
Select a folder or create a new one. Click OK. Click next>
Step 1: Select exceptions (if necessary): Up to you if you have any exceptions.
Finish rule setup. Specify a name for the rule, turn it on, finish!
(The above is the exact steps as I tried them. If it is difficult to follow, I apologize - just trying to be precise.)
From Special Edition Using Microsoft Edition 2003:
" Use two extremely powerful conditions to fine-tune rules that search for mail from a specific person or group of people, regardless of whether they're in your Address Book. Check With Specific Words in the Recipient's Address or With Specific Words in the Sender's Address, and then enter any part of the e-mail address you want to test for."
"Tip from Ed & Woody. Use this option to identify all mail that arrives from anyone in a particular organization or domain. While working on this book, for example, we created a rule and applied special handling to any message that arrived from any recipient whose address contained quepublishing.com."
Good luck!