Mail Monitor filter execution - Doesn't execute filters

Windows Version: Microsoft Windows XP Professional version 5.1.2600 Service Pack 1
Shell Version:6.0.2800.1233
Internet Explorer Version: 6.0.2800.1106
TLB version: 2.2.0.18
MM 1.9.9.0
WM 1.3.0.0

I have some filter rules set up. When I bring the MM dialog up, the headers load but none of the filters get executed.

If I then click the "Edit filter rules" button, don't make any changes and click OK, the rules get executed.

As new messages come in and the headers get loaded, I have to repeat the processes to get the filters to process.