Your best solution is probably to create some sub-folders in your inbox, to make your folder structure look something like this:
Inbox
... A - Business
......... 1 - Urgent
......... 2 - Priority
......... 3 - Routine
... B - Personal
......... 1 - Urgent
......... 2 - Priority
......... 3 - Routine
Drafts
Sent
Trash
(etc)
You can obviously call these folders whatever you like. Then, when mail arrives, just move it into the appropriate sub-folder (click on the 4th symbol from the right on the top right corner of the screen).