[ALUG] Email Rules

Hi all, Being new to Linux I am am trying to find my way around and get everything sorted to my liking. One thing I can't seem to find though is how to set up message 'rules' in KMail. I would like to automatically have my messages from different places sent direct to their own mail boxxes. I do this ok in all other email clients I have used on the Mac and MS Windows, but can't seem to find it in Kmail/ Any help would be appreciated. TIA Peter