Here is a simple way to create a filter for mailing lists.
1. copy the list address into your clipboard
2. open the filters option from within the tools menu.
3. press alt + n to create a new filter.
4. press F6.
5. use the right arrow key to find the "manual" check box and check it with
the spacebar.
6. tab to the first combo box and select "any header".
7. Press the tab key twice and paste the mailing list address into the edit field.
8. press the tab key five times.
9. press "t" to select the transfer option.
10. press the tab key five times.
11. use the spacebar to activate the button and select an existing mailbox
or make a new mailbox.
When the mailbox has been selected, press enter.
12. Press control + w to close the filter dialog and answer yes to save the
changes.

Returning to your inbox, you can press control + a to select all of the
messages and then control + j to filter the messages.  The messages will be
filtered into the appropriate mailboxes.