Apple mail "Rules"

Hello,

I thought that by creating a simple rule in Apple Mail, to identify all senders that were not in my contacts, I could clean up a bit my backlog of e-mails.

I clicked okay, and nothing happened... sure enough new e-mails that were sent from senders not in my contact list were shaded Orange, but not the thousands of already downloaded e-mails.

So not so useful after all, is this how it is suppose to work, or have I done something wrong?

I also tried setting the rules to place the e-mails in another folder; the result was the same: only new e-mails sent to folder.

Cheers,

Rouretan