[Tim Wood]

Does the From address in the Mail match one of the approved addresses (defaulting to all the address in your card in Address Book)? If not, you can add an explicit address via our Mail preferences pane.

You might also try using the context menu on the message and picking "Apply Rules" to see if there is any problem invoking the rule.

Are there any messages in /Applications/Utilities/Console.app after doing "Apply Rules"?

And of course, if you are using any 3rd party system hacks, it would be worth disabling them and relaunching Mail and OmniFocus to see if they are the culprit.