It depends on what rules you have setup. For example:
Rule 1 : delete all email from email@example.com
will still work as its independant of your email address.
Rule 2 : delete all email from firstname.lastname@example.org
AND if it's addressed to me will NOT work since there is now a dependance between the email originating from zzz.com AND your (old) email address.
Again, it all depends on how you set these rules up in the first place. As a rule of thumb, if the rules don't reference YOU (ie. your olld email address), then I don't see any reason why they would not run.
I agree with Morph666 : export your rules using the menu options he posted, just in case they go walkabout when you enable your new email account.
Post back here if you need more help with this.