Hi Mike -- The instructions for activating Query Builder work for Outlook 2003 also. You just have to use the ".....Office\11.0\Outlook" key instead.
Yes, filtering either with the Advanced Tab or the Query Builder is one of the worst-documented things in Outlook. You can get a few clues by Googling around, but I've never found a comprehensive reference. Probably the best approach is to just try things, and see if Outlook will accept your syntax (it will usually give you an error message if it doesn't like something, though acceptance is no guarantee that it will work just like you thought it would!).