Help get this topic noticed by sharing it on Twitter, Facebook, or email.
Sorry for the delay in getting to this.
I'm going to make two assumptions here:
1) You are defining and running the filters in "All Folders" mode and not in "Smart Folders (soon to be called "Unified Folders"). Pleae avoid Smart folder in defining and running filters.
2) You are using POP3 with a global inbox.
If not, then give me more details of your setup.
The normal cause of this is defining filters on the wrong account. "Run Filters on Folder" will run filters based on the account where the folder is located - which for a global inbox is "Local Folders". In contrast, when the message is incoming, it gets run on both the incoming account (the POP3 account) and the destination account (Local Folders). This is very confusing I know, and I am trying to get the user interface to encourage the use of "Local Folders" in this case instead of the POP3 account as it currently does.
So, in short, if you are running wiht a global inbox, in almost all cases you should be defining your filters on Local Folders instead of the account for the POP3 server. Then "Run filters on folder" should work, as well as incoming filters.