Question about Outlook Express

I have a question about how to get a ‘On My Computer' Folder.

I currently have:

Inbox

----My Mail accounts are listed under here

Drafts

Sent Items

Deleted Items

My Mail Folders are listed here. This includes new mail folders and the mail folders imported from Entourage 2008

Junk E-mail

Smart Folders

----Subfolders

I do not have a On My Computer folder, so all my Mail folder are on the same level as Inbox, Drafts, etc.. How do I get a On My Computer folder?

Thanks.