These scripts allow you quickly file the selected message(s) in Mail.app to one of your defined mail folders. There are two flavors of this script, a hard-coded version that allows you to hard-code the target folder and a variable vesion that allows you to choose from all of your folders on the fly. Additionally, there is some code to try and select the next message in your current mailbox after the messages have been filed.
Mac OS X 10.1 or later, Mail.app.
*Previously available here