In a changeover from Outlook 2000/2002 to 2003, I have come across some issues with mailbox rules and views. Quite a few times, the answer is running Outlook 2003 with an extra startup switch that will clean and check some of the settings.

Two of the most useful have been /cleanrules and /cleanviews:

 /cleanrules
  Starts Outlook and deletes client and server-based rules.

 /cleanviews
  Restores default views. All custom views you created are lost.
 

To use these switches, either create a shortcut on the desktop or run from the command line.

 ”C:\Program Files\Microsoft Office\OFFICE11\OUTLOOK.EXE” /cleanrules

As an interesting side note, when having problems with rules, I have observed that sometimes they didn’t show up in an Outlook 2003 client but did in Outlook 2002. The one way to always see if there were rules configured for a mailbox, was to use Outlook Web Access. You may not be able to modify them there, but at least you can see if something is in place having an effect.

Startup switch reference here:
http://office.microsoft.com/en-us/outlook/HP010031101033.aspx