Mail rules for sent messages?

I'm not sure I understand your comments, but it got me to review my sent mail rules in Outlook 2011. To be clear I do not use Outlook.com email as one of my email accounts. In Outlook, I specified for all mail accounts that sent mail use a sent folder On My Mac, not on the sent folder on the mail server. In setting up Mac Mail, I left the default to use the server's sent folder for each email account. I have created a new sent mail rule to match the one from Outlook, which was for any recipient, named email address, move to sent folder On My Mac, and will see what happens. If this doesn't work, I will try setting the default sent folder to be On My Mac instead of on the server and try that. I'll come back after testing and post the results.

I added a line to the rule moving incoming mail to folders On My Mac showing Any Recipient / Equal to / John Doe. Incoming messages move to the designated folder. I reply to that message and my response is filed in the Online Mail Account's Sent folder. I then followed your advice to click on Message/Apply Rules and it moved the message as desired. I need some more volume testing to see what works and what does not. I still have not changed the default mail account setup to use the sent folder on the server. I can live with having to manually apply the rule for moving sent messages and cannot see how it could be automated.

I tried to create a rule similar to tygb's suggestion as I don't want to move all my messages, only those to specific contacts. I put that rule at the top of the stack. It did not work automatically. I first used the manual menu method to move the sent message to the inbox where it sat until I used the menu method again to move it to the folder On My Mac. Therefore, Eric is correct. I have never used Apple Script but wonder if my need could be satisfied via that method.