There is no way of doing this AFAIK.
If you were on BES, you could use folder redirection.
As a work around, you may be able to set up and save a search. Go to Messages > Search. Input the criteria for you cc'd messages.
Name = yourself
In = CC field
Subject and Message = Blank
Service = email account or All Services
Once it's set up, press the Menu Key and select Save.
Give it a Title of CC'd Messages and a shortcut key. Maybe C (for CC'd Messages?). Press the Menu Key and select Save.
Now, you will still see all of your cc'd messages with your regular messages, but if you just wanted to see your cc'd messages, then when in messages press Alt+C (or whatever key you assigned.
I know this isn't what you're looking for, but it's the closest way I know of doing what you want.
The difference between stupidity and genius is that genius has its limits.
When you take things for granted, the things you are granted, get taken.
Even a mosquito doesn't get a pat on the back until it starts to work.
Too many people miss the silver lining because they're expecting gold.
[BES 5.0.3 / GroupWise 2012 HP2]