I have to use Entourage at work with our Exchange server. Because I subscribe to the concept of Inbox Zero, and because we have very low mailbox size limits, I move all my messages out of my inbox as soon as I can. I found that I was dragging messages over to a local archive all the time, so I wrote a simple applescript to move the selected messages.

tell application "Microsoft Entourage"
		set theMessages to current messages
	on error
		display dialog "select some messages before running this script."
	end try	
	move theMessages to folder "Archive"
end tell

I then set up a Quicksilver trigger to assign a key combination to invoke this script. Highlight all messages to move, hit command+ctrl+. and they all go to my Archive folder instantly.

In all my years on a PC I never wrote a macro that did this kind of thing in Outlook–Applescript is so much more accessible.