If you are using outlook, there is a nice instruction page for creating filters here: http://www.linklogger.com/EmailFilter.htm

If you are using gmail:
Well gmail is from google, so of course they like to emphasize the search capability of their e-mail, so it's a little different. Instead of a folder, you are creating a "label" and the label will allow you to search all e-mail that corresponds to a certain search at any time. The steps are:

1. Bottom left of your gmail page you will see a green box that says "labels". Click on "edit labels"
2. type "associates" in the white box that says "create new label"
3. at the top click on "filters"
4. click on "create new filter"
5. in the "to" field type "associates@eeglistserver.com"
6. click "next step"
7. Check the box "apply the label" and then choose "associates"
8. click "update filter" below.
9. Back on the main gmail screen you can click on the new "associates" button in the green "labels" box at any time to search your e-mail for all associates list posts.
10. If you also want to protect your inbox so that you do not have to sift through associates posts to find your regular e-mail, you can modify the filter to automatically archive all associates posts. This way they are still searchable with the new "label" that you created, but they will not be in the inbox, only in the archive.