In the 'Folders' panel, right-click on 'Local folders'. Select 'New folder'. Enter 'Freecycle' in the name box and click OK.
Go to Tools > Message Rules > Mail
You'll now need to decide how to filter the mail. Do they all come from the same address? Do they all have 'Freecycle' in the subject line? Do they all have 'Freecycle' in the message body? The following assumes that they all come from the same address. (You can probably work out what to do if something else applies):
In Box 1, click to place a tick alongside 'Where the From line contains people'.
In Box 2, click to place a tick alongside 'Move it to the specified folder'.
In Box 3, click on 'contains people'. Enter the 'person' (which may well actually mean 'organization') which is sending the mail. (You should enter the e-mail address. If you've got the address in your Address Book, it's easiest to select it from there by clicking on 'Address Book', double-clicking on the relevant address and then clicking 'OK'). Click 'OK'.
Then, still in Box 3, click on 'specified'. Click on 'Freecycle'. Click 'OK'.
Click 'OK', then click 'OK' again.
You might find it necessary to create additional rules. For example, you might want all mail which has 'Freecycle' in either the subject line or the text body to go to your new folder (as well as the mail from a specified account, which you've already sent there). If so, go back to Tools > Message Rules > Mail and set up a rule relating to the subject line. Then create a third rule, relating to the body of the text.
Chris