Windows Live Message Rules Problems

In Windows Live when I set up a message rule I would like to apply the rule against the inbox however the only available folder to apply the rule against is the Outbox.

Attempt: I highlited the INBOX before I built the message rule thinking that the applied Folder will the INBOX only the OUTBOX was displayed on completion of the Message Rule


I would appreciate some instructions on how to change the applied folder from the OUTBOX to INBOX

Thank You
 Joe