Handling folders with too many messages in Mac Mail

I am a NOVICE Mac Mail user. No points will be awarded for cryptic or responses that assume I am a Mac Mail expert.  If I was, I would not be asking this questions :-)

1. I am using Hosted Exchange for email.

2. My hosted exchange has an Inbox with 5000 emails.  This works fine in Outlook 2010.

3. I would like to switch of Mac Mail.

4. Is there a way in Mac Mail to auto-archive? I know that once I sync my Mac Mail client with the Exchange server, the client will barf between 2000 - 3000 message.

5. If there is no auto archive, what other options do I have to allow Mac Mail to handle a folder with 5000+ messages?

6. Saying, "Put the messages in 10 different folders on the server before you sync" is not an acceptable answer, as this Inbox is already there on the server side and I do not have any other means these messages directly on the server. To access these messages, I need to connect to this mail with a client.
jmohsinAsked:
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maximus5328Commented:
Why do you assume that Mail will not be able to handle 5000+ messages? I am working fine with 20000+ messages in my Inbox.

There is no auto-archive feature in Mail but you can achieve the same result by setting up a rule that moves every incoming message older than set number of days to an archive folder.

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