1) uncomment UDP syslog reception:
# provides UDP syslog reception $ModLoad imudp $UDPServerRun 514
2) set template for remote hosts:
// remote log $template DYNmessages,"/var/log/%HOSTNAME%/remote.log" if $source != '_YOUR_LOCAL_HOSTNAME_' then ?DYNmessages
3) restart rsyslog:
/etc/init.d/rsyslog restart