Built into your computer is Outlook Express (not perfect, many deride it, but it works)
Under Tools / Options you can configure it to have any mail from John Smith (for example) automatically go into a folder named Prospects, or any mail with the subject line reading Order to be put into a folder named New Orders, in addition, this mail can be forwarded to someone else AND you can have an auto reply thanking them for their order, etc.
Not perfect, but free and it does what you want it to do.
I work in customer service field for a company. I do get lot of mails every day which I need to answer and file carefully. I spend lot of my time in searching for the old mails for reviewing. I recently read about an email management tool on the HR forum and gave it a go. Mail Manager from Oasys-software looks pretty good but I've never heard of these people. I would feel a whole lot better knowing that others had tried it and recommended before I part with money.