Currently Being ModeratedSep 24, 2012 3:34 PM (in response to markfromalicante)
A Smart Mailbox doesn't move messages, it simply lists the messages that match its criteria. Each message must reside in a real mailbox somewhere. If you want to move them, make a real (i.e., non-smart) mailbox. Use Rules (Preferences > Rules) to move the messages as they arrive. You can use a Smart Mailbox to list unread messages no matter where they might have been moved.