After reading yesterday's tip, Tony asks "Do you know of a way of filter out messages which contain an attachment of a given name (alert.txt)?"
You can use Rules Wizard for this, however it's not foolproof and misses some attachments that are embedded in the messages.
Create a rule that looks for words in the header and use the filename or extension. If you use just the extension, include the dot: ".txt" to help prevent the rule from filtering on domain names containing the string.
There are some 3rd party rules engines that will check for attachments, see http://www.slipstick.com/rules/junkmail.htm and http://www.slipstick.com/addins/housekeeping.htm#user for utilities. You can also use VBA, look for code samples at Outlookcode.com.