Most people who use Eudora have figured out how to organize incoming messages into mailboxes. Simply select a message, then choose the appropriate mailbox from the Transfer menu and poof, the message is moved to the location you've specified.
What fewer people realize is that if you're using Eudora Pro 3.0 or later, you can also easily store your outgoing messages directly into mailboxes. While composing a message, click on the "Bcc:" line. Notice that the Transfer menu is now renamed to Fcc (file carbon copy).
Choose the mailbox you'd like from the Fcc menu. The mailbox is displayed on the "Bcc:" line, and once the mail is sent, a copy is stored in that mailbox.