Reading your previous post, I wondered; Do you really have to go through all these steps and dialogs to create a rule?
That's a lot of clicking and usually my rules are very simple and apply to the message that I'm reading.
A quick answer will suffice here as you’re almost there;
Right click the message and choose “Create Rule…”
This will open a dialog with common criteria for creating a rule with the details already filled in for the message that you are reading. You’d only have to select the options you need and press OK.
If you still need more options, click the Advanced Options… button to open the regular Rules Wizard dialog.
A right click on a message allows you to quickly base a new rule on it.