The issue is that there has been a rule created in the Mailing List Manager that moves the email from the inbox to the "On My Computer" folder. A duplicate rule may cause the issue. If a duplicate rule exists, then delete one of them first before moving on. Check by sending a test email. If the email still goes to the "On My Computer" move to the next rule.

To fix, please follow these instructions:

  1. Open Outlook 2011 on the Mac.
  2. Click on Tools -> Mailing List Manager
  3. Double click on the mailing list to see the details.
  4. Look to see "Move messages to folder" is set to "Inbox: On My Computer". Record the details and then delete the list. 
  5. If more than one exists, you will need to do this until you find the one that is the problem.