Using Filters in Gmail

To move certail mails directly to specific folder bypassing your Inbox, Gmail filters can be used:

• Click Create a filter.
• Enter the desired criteria.
• To filter all mail from specific email id, type their email address in the From: field OR to filter all mails with a specific subject Line type in the words in the "Subject" field (This option is very handy if you want to filter mails received from groups you have subscribed as mostly all such mails have the Group name appended to the Subject)
• Click Next Step ».
• Check "Skip the Inbox"
  
• Also check Apply the label:

*Select an existing label (folder) from the Choose label... menu or:
*Select New label...
*Type the desired name for the label (folder).
*Click OK.
*Optionally, check Also apply filter to conversations below to move existing messages matching your criteria to the folder.

• Click Create Filter.