Forwarding mail to an external address using Outlook rules/Exchange

Hi

I need for one of our users to be able to use the Rules Wizard in Outlook to forward emails sent to his corporate mailbox to his Internet mailbox.  If I try and set this up for my account, I configure the rule but mail sent to me does not get forwarded to my Internet mailbox, without any NDR.  I have tried creating a contact in AD for myself with the primary SMTP address as my internet mail address.  Under the Exchange server SMTP Virtual server properties I've granted my IP permission to relay messages through the exchange server, although this shouldn't be necessary as the "Allow all computers that successfully authenticate to relay..." is already checked (by default).

I set the rule to forward everything (no "from" conditions) to my internet address.  Is there anything else that needs to be set up on the Exchange side?  What am I doing wrong?  If I set the Outlook rule to forward to another mailbox in on the same exchange box, it works fine.  If I set the rule to forward to another mailbox on an exchange box we host for another organisation, it doesn't work.

I know there is an option in AD to specify a forwarding address under Delivery Options for a mailbox - but I don't want the forwarding to be permanent - it should only be applied when the rule is activated in Outlook, so the user has control when forwarding takes place.  

Any ideas would be much appreciated.

Raymond