Thunderbird Email & Pine
For what it's worth, I've found the Thunderbird email documentation/help a little lacking. So, should anyone else be moving from Pine to Thunderbird and also a heavy user of folders, the following may be useful:
After installing and setting up Thunderbird, to see/use the folders you've already set up in Pine, right-click on the list of mailboxes and choose Subcribe. Then select all the folders you want to see. Then you can set up filtering to go to them very easily.