Taco, I had a somewhat similar idea, but my "@Waiting for" list is still alive and I just wanted e-mail addressed to my self to be moved to Tasks and given the "@Waiting for" category.
My Outlook rule works, but the e-mail is still an e-mail now in the Tasks folder - not a task. And this is an issue as I can not synchronize it with my Palm. The manual version of this (dragging an e-mail to the Tasks icon) works perfectly and converts the e-mail to a task. Any ideas on how to convert the e-mails to tasks in Outlook (2003)?