Received errors when moving emails to specific mailboxes on my MacBook

I recently created some rules in my e-mail, I use exchange and gmail,. The rules were working fine for few days and after that, for every e-mail that I created a rule i received a message "The message...." could not be moved to the mailbox "George" Mail was unable to open this mailbox on the server "p27-imap.mail.me.com" The server returned the error: mailbox does not exists (took 1ms). It is very annoying what can I Do?

I will appreciate your repsonse.

[Re-Titled by Moderator]