A frequently asked question is "How do I filter out messages with blank subject lines?"
The short answer is "You can't. Outlook doesn't offer an option to filter on 'nothing'." But not all is lost - you can create a rule to filter everything and create an exception for subjects containing a, e, i, o, or u.
Start with a new blank rule but don't select a condition. You'll then see an alert that reminds you that your rule will apply to all messages. Select an action and then add the exceptions. Type a, click Add; type e, click Add... until all of the vowels are entered.

Note: if you receive messages forwarded to you that contain only FW:, you'll need to include either f or w in the exception list.
(Outlook Express also offers the ability to create exceptions to rules and you can use this same method to filter messages with blank subject lines.)