To create a rule to filter blank senders, create a rule that applies to all messages and set an exception: choose the condition for From contains and enter just @ in the From field. If creating a filtered view or search folder, enter the @ sign in the From field on the General tab (first tab), not the Advanced tab of the Filter dialog.

Note that this won't work if you use an Exchange server, as they don't have an internet header and the filter will treat those messages as having a blank sender.