Outlook 2002 and 2003 have an additional option for the filtering dialog - it's called QueryBuilder. To access it you just need to add the QueryBuilder key to the registry:

Outlook2002
HKEY_CURRENT_USER\Software\Microsoft\Office\10.0\Outlook\QueryBuilder

Outlook 2003
HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\QueryBuilder

Now you can create an AND/OR query using the Filter dialog in Search Folders, Define Views, Automatic Formatting, or Advanced Find.

For more information, see:
http://www.slipstick.com/emo/2004/up040722.htm#query
http://support.microsoft.com/?kbid=307922