You can set up two rules that will filter your mail that way. Here's how to do it in Outlook 2013. (The steps will be similar in other versions of Outlook.)
To create the "To" rule:
- Select the File tab at the top of the Outlook window
- Select Manage Rules & Alerts button
- Select New Rule
- Select Apply rule on messages I receive (under the Start from a blank rule heading)
- Select Next
- Put a check next to where my name is in the To box
- Select Next
- Put a check next to mark it as importance
- In the lower box of the Rules Wizard (Step 2) click on the importance link
- Select High or Medium, depending on how you want to designate those emails
- Select Next
- Select Finish
- A notification will display; once you've read it, select OK
To create the "Cc/Bcc" rule:
Follow the same steps as above, but substitute the below steps for #6 and #10:
- Put a check next to where my name is in the Cc box
and
- Select Medium or Low, depending on how you want to designate those emails
Once you have set up both rules, select OK to exit the Rules and Alerts window.