Yes. I also would like a seperation between actual Rmails and system messages telling me that I have been outbid on a pet auction.

Umm, there are already folders in rmail if that's what you mean.  You click on "Folders" at the top, create a folder (or a few), and then you can move whatever rmails you want to different folders as they come in.

 

I do like Lolbot's suggestion.  I'd love it if anything that links to the alerts can be seen entirely on the alert page, and anything that is too long, etc. could come through rmail and have a separate notification that takes you directly to the rmail page.