Now your Rule has been created then you can specify what Actions are to take place when the Rule is triggered.  In the Action tab press [New] to launch the Action pop up.

Select Type - this will display all the current actions available, select 'Set Confidential Status' and the field to the right will update its label based on the Type you have selected.

Fig 1  Confidential selection

Tick the 'Enabled' Checkbox and [Save], the Action will now be added to you Rule.

Multiple Actions

If you wish to trigger multiple Actions for your Rule, click the new button again and add a new Action.  You can add as many different Actions as you wish.