Outlook 2003 rules do not move incoming mails to other Personal Folders

[Brian Wall]

Problem: I have set up rules on my Inbox to move new
emails to folders in various other .pst files. When an
email arrives that matches the rule it seems to cause
another instance of Outlook to open and this hangs
Outlook.
These .pst files are already open in Outlook when I the
rule is meant to run.
This did not cause any problems in Outlook 2000 but has
caused me and some colleagues problems in Outlook 2003
and XP.
Please help.