Mario,
is not easy to help you if we don't knwo which rules you are talking about.
For Webmessanger you have to force the encryption by adding [pgp] (that is default) to the subject of the mail you will send, then the default rule "Always Encrypt Sensitive Messages" has the action "When suitable key not found use Web Messenger". That is how the webmessegner will be initialised...
hope that helps...
(please mark as solution if it does :)