Smart Mailboxes Mail 2.0.3


I started using Smart Mailboxes when I got OS 10.4.2. It seemed to work dandy at first... but in the last month or so I've noticed that it isn't consistently culling the email for each smart mailbox that follows the rules I've set. So, sometimes I get email from one or two of the people in the list, sometimes, just my responses to them. While the Help Viewer also claims I can set the Smart Mailboxes Folders under any mailbox, they only ever appear after Trash. I had just read that they are pointers, so does this mean I also have to then manually SAVE them to another folder to ensure they don't disappear when their time is up on the Inbox Server?
Very confused,