Yes, I have a problem using rules in Outlook 2002.
To describe it in detail, when I have a rule asking for a message to be moved to a folder on arrival, Outlook generates a messagebox saying it could not delete the message from that target folder (not the Inbox). When I look in the folder, there are two copies of the message/s in question.
This problem has only occurred since I moved to Avast! as my virus scanner.
It happens with several different folders, and with different email accounts.
I have tried creating a new folder for the messages, moving the messages to it, and then deleting the old folder and changing the rule to point at the new one. This seems to help at first, but the problem recurs after a few days or so.
I have wondered whether perhaps the Outlook Rules engine and the Avast engine are both trying to access a mail at the same time.
Avast! Home 4.6.744 at time of posting.