I just have to make sure you know that we don't support FC4, glad the trial is going well.
Do you have any other rules that are being applied to email for this particular user? The 'Do not process...' option means that any rule checking will stop at that rule if it's successful. If you have other filters in this mailbox can you disable them so we can check if this one is failing. I assume the messages that are not being caught by this filter do actually have something that you think should be caught? Can you post a 'Show Original' for a message that's not getting caught by this filter?