folder in Microsoft Outlook Client

I have Microsoft Exchange Server with about 30 clients.
Since there are emails from “internal” and “external”, then I create a folder for mails from outside, in each of client Microsoft Outlook. I use rule to direct the mail from outside to that folder.
It worked well, but after several months, I do not know why, the addition folder was disappeared. It does not happen to all clients, but it really disturbed me.
Do you have idea how it is happened and how to avoid it?
Another problem when that folder disapeared,the emails that were downloaded by the server and should go there were missing – I don’t know where …. I couln’t find it the “administrator box”.
Please somebody help me