||It is very difficult to debug based on the description given. I suggest checking the following references if they apply, if not try the technique described below them:
To try to trouble shoot a filter I suggest copying it to one of the manual filter groups and modifing the action to display some text (dialog box with text) rather than moving or deleting the message.
To copy a filter to another group open the "Filters" form, right click on the filter you want to copy and select "Copy to -> Manual x".
Then run the filter manually against a message by selecting the message and using "Tools -> Run filters now -> Manual x".