Either that or you want to simply create a rule using the Rule Wizard - Tools>Rules Wizard - and tell it to send all messages that are received through the specified account to the specified folder. There is a place in the wizard to create a new folder and name it for the new account you added.
When new mail is received, it will sort the messages by what account it came to.
This should work fine. I currently have 7 addresses that I check at one time and it's always sorted correctly.