FILTERS STOP WORKING

Hi, Since a while ago, every time I create a new folder for a new address of incoming email, and I want to create a filter for it, when I go to the filter option, and I want to select the folder were it should go, it doesn´t show. But if I go and chech for the folder created is there. Its only that the filter option doesnt show the new folder. So I cannot create new folders and I have to be seraching were the new emails go and move them by hand, this is not good. Please your help. Thanks