no, if your version supports expanding folders you can't stop it.

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Diane Poremsky [MVP - Outlook]
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>I have a rule which states that all messages to a certain recipient
> must be moved into a particular folder. This folder is a few levels
[quoted text clipped - 3 lines]
> it is moved to. I do not want this, I want the whole tree to remain
> collapsed as before. Is this possible?