I'm not sure that jpm121 is wholly correct. You could try this approach (which is for OE6 - Outlook 2000 etc would make the rules much more tidy - for instance you could specify "is not in my address book"
Rule 1:-
Where the "From" line contains people
(insert your entire address book!)
Stop processing more rules.
Rule 2:-
Where the Subject line contains specific words
(eg: "Please add to your address book"

Move it to the specified folder
(eg: Addresses to add)
Stop processing more rules.
Rule 3:-
For all messages
Reply with message
(A text file which informs people that, if they wish their message to be received, they will first need to register their address with you as a legitimate contact, and that the phrase in the Subject line must be: "Please add to your address book"

Stop processing more rules.
Rule 4:-
For all messages
Delete it from server
This would work, but it has some big downsides...
(a) you have to keep adding legitimate addresses to your first rule (this is the rule that filters IN all legitimate addresses).
(b) you will end up always replying to spam (sending them the "please register" message, ie. rule 3)... and this only encourages spammers because they will then know that your email address is a valid one.
Please note that the second rule simply checks to filter in those emails which are a request to be legitimised. I thin the fourth rule is actually redundant.
Personally, I wouldn't like to have it set up like this except on a broadband connection or if the number of emails involved was small. However, if the number was small, you could simply manually add people to the "accept" list without having to go through the rest of this rigamarole! (So I suspect you get a fair few emails).
Hope you get somewhere!