Rules don't run

[Eliezer]

When I set up a rule to move mail from my Inbox to another
folder, nothing happens as the mail arrives. If I go to
Tools | Rules Wizard | Run Now - and manually run the rule
on all emails currently in the Inbox, it moves the
messages. How can I get Outlook to "stay alert" and
follow my rules on its own?

I am using Outlook 2000 SP-3 (9.0.0.6627)

Thanks!
Eliezer in Chicago