Right click on Inbox and select New Folder. Name it and OK. Repeat for each e-mail address.
Click Tools - Message Rules - Mail. Select the Mail Rules tab and click New.
In the top window tick Where the To line contains people. In the second box tick Move it to the specified folder.
In the third box there should now be 'contains people' and 'specified'.
Click on 'contains people', enter the e-mail address and click Add and OK.
Click on 'specified', select the new folder for the address that you just entered and OK.
Give the rule a name(anything you like, recommend the name of the person) and OK.
Make sure that Inbox is in 'Apply to Folder and click Apply Now. Close.
Click New and repeat for each e-mail address.