A sample script is below, this is the one I use to move messages to a folder named "Archive", I simply created copies of this script for each folder I want to move messages to from the keyboard. The script is saved under ~/Documents/Microsoft User Data/Outlook Script Menu Items/File Message to Archive.scptd
*** UPDATE*** Microsoft released an Office 2011 SP2 upgrade on 4/12/2012, in this version of Outlook the scripts are expected to be placed in the folder: ~/Library/Application\ Support/Microsoft/Office/Outlook\ Script\ Menu\ Items/
The keyboard shortcut mapping is done from the OSX > System Preferences > Keyboard panel, just create a new Application shortcut, pick Outlook 2011 as the application and enter the exact name of your script as it appears in the script menu.
(* File message to Archive folder *) on run {} tell application "Microsoft Outlook" -- listSelectedItems : a list of all items selected in Entourage set listMessages to current messages -- Check to make sure items are selected, if not then quit if ((count of listMessages) < 1) then return -- Iterate through selected items repeat with objInSelection in listMessages set listFolders to mail folders repeat with objFolder in listFolders if (name of objFolder is "Archive") then set gtdFolder to objFolder end if end repeat if (class of account of objInSelection is not imap account) then -- IMAP currently not supported move objInSelection to gtdFolder end if end repeat end tell end run