Outlook: apply rules to current message?

KMail has a really useful feature: you can define a series of rules which are only run when you press a keyboard shortcut, and then only on the highlighted messages. This allows me to read a message as it comes into the inbox, and then file it away with one key press.

How can I replicate this in Outlook? Possibly some VBA script triggered by a key press that runs all rules against all messages currently selected?

Yes you can do this, but you have to be a little tricky. The steps overview : make filing rules that look for a category, then make a button run a macro to change the messages selected to that category and then run the rules. See the full answer on this question, including the macro code...

Quickly running Outlook rules on demand?

I made my answer there a little more involved by naming the rules based on category with a prefix so they can be run specifically by the macro, but this is somewhat optional.