The answer is to create a rule that looks for the "X-MS-Exchange-Generated-Message-Source: Mailbox Rules Agent" message header. Do do this:
- Start the "Create rule..." wizard in your Outlook.
- On the first, "Select conditions" step, choose "with specific words in the message header".
- For the words, add "X-MS-Exchange-Generated-Message-Source: Mailbox Rules Agent" and click "Add", then "Ok".
- Add any other conditions you would like to match before taking the actions (e.g. the "Sender:" address on the message).
- Select the actions you would like to take on matching messages in the next step.
- Finish naming and creating your rule.