Your code did the same for me: it saved and removed any attachments, copied the mail document to the specified folder, but also kept it in the Inbox.
Try using the Lotus Domino Objects (COM classes) instead of OLE objects. To do this, change:
Set NSession = CreateObject("Notes.Notessession")
to:
Set NSession = CreateObject("Lotus.NotesSession")
You might need other changes to go with this change.
Also, please post your code within [ code ] tags to preserve the indentation (I assume you have indented it properly in the VB editor) and make it easier to see the overall structure.
Correction: Please enclose your code within [vba] tags as this correctly indents the code. Other forums use [Code] but here at VBAEXPRESS we prefer the [vba] tags instead. You can simply select your code and click on the green VBA button to wrap code or simply click the green VBA button and insert your code within the tags