Outlook message rules

I have a pop account with an ISP. From this account I have several email alias’s, this allows me to have several email address’s for different poeple in the household. In the past I have used Outlook Express and configured the message rules so that only that persons email will be downloaded from the server. But the option “Do not Download it from the server” is not available in Outlook. Why can I configure OE but not Outlook?

Help Please