Carsten Frank wrote:

> I use a exim 3.3 precompiled installation on my debian system. I try to make
> my first steps with exim filter rules.

Which is quite old and outdated. The current version is 4.51.

> To save all the outgoing messages in a directory, which I can access by my
> IMAP server i put the following rule into exim.conf:

RTFM. Filters don't go into exim.conf, but into an extra file, which you
reference in exim.conf, message_filter option.

see http://exim.org/exim-html-3.30/doc/html/spec_47.html for more details.