Archiving Mail

One of the features I can't solve with Mail 6.2 on OS X 10.8.2 is having the Mail set up to automatically archive. Gmail "archives" my mail, so even though it's left my mailbox, I can always brush the dust off in my search bar.

Does Mail have this option available? I've found through scondary clicking that an archive option is available, which stores it in it's own file in Gmail. I'm fine with optimizing this folder long term, but I don't want to seconary click every time. Out of curiosity, is it possible to set up an automatic archiving option (current default is "delete")?