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How exactly are you sending the email to yourself? Are you by any chance using an iPhone/iPod touch/iPad to do so? I have noticed that if you use one of those devices to send the email to yourself, and they are set up to read email for the account to and from which you are sending it, the mail rule will most likely not be triggered on the desktop. Apparently, this is because the sending device goes and checks for new mail while sending, and so the desktop Mail app is not the first to read the message and thus doesn't do any rule processing on it. What I have done to work around this is set up the mail processing on multiple accounts, and never mail to the account that I'm reading. You could also set up a gmail account that you don't read from the mobile device, only from the desktop, and send the email destined for processing there.