One week later (is anyone reading this?) some more started coming through. I then realised that I had to go to another computer nearby and apply the same Rule.
Having applied that Rule there, to my aquinty-eyed disbelief, when I clicked on Get Mail, those which appeared on my computer did not appear on his.
This makes me ask: at what point does the Rule get applied? It must be before the Get Mail's action, gets the mail into that mailbox. I'd have thought - but it seems that I'm wrong - that a Rule is applied after Getting Mail?
Very strange.