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The error message means, the Rules are not proper hence can't be created for Exchange Server
That is not what the error message means. In general, it means that rules stored on the Exchange server for the mailbox may not exactly match the rules that are found on the PC that you're using to connect to the server. That might happen if, for example, you attempt to access a mailbox after you connect to the server through two different PCs.
For Microsoft descriptions of conditions that result in that error, enter [ rules on this computer do not match rules on Microsoft Exchange ] into a Google search box. Choose the link from the resulting list that matches your software versions and environment.