I don't think WebDAV has that built in. You have a couple of options:

1. Ditch WebDAV and use the rule DLL to do this:
http://support.microsoft.com/?kbid=251125

2. Use WebDAV to do the same things as the rule DLL does. This is not
going to be trivial -- you'll need to get the 5.5 EDK source, see

http://blogs.msdn.com/jasonjoh/archive/2004/08/01/204585.aspx

for where to get it and some caveats about its use.

Then go to edk\LibSrc\Rule, that's the source to the rule DLL. That
code contains the magic knowledge about how to modify rules -- which, in
the end, will come down to some changes to properties of messages, etc.
Exactly what those changes are, which messages they go into, etc, you'll
have to work out by looking at the source -- though this will be a lot
easier than working it out by looking at the raw binary data..

rule.dll does this with Extended MAPI, so you'll have to translate that
into the equivalent WebDAV code to write the same properties. I don't
know how WebDAV works well enough to suggest how to do that, but it must
be possible somehow, I've seen other postings to this and other groups
about people doing binary stuff with WebDAV.

-- dan