If you are using the Outlook client:
You can disable this feature and go back the way it has always been in the past by clicking the "View" tab and clicking the "Show Focused Inbox" button. This will collapse the "Focused" and "Other" inboxes back to one.
If you want to leave this functionality and only "fix" certain emails, find the email in the "Other" inbox and right-click it, choose "Always Moved To Focused" and the message(s) from that sender will now always go to focused.
If in Webmail:
You can disable this feature by clicking the "Settings" wheel in the upper right of the screen and moving the slider "Focused Inbox" to the left (off).
You can also "fix" certain emails by right clicking the message, then choose "Move" -> "Always Move To Focused Inbox."