Outlook rule will not forward message to outside email account

We use Exchange Server 2003 and Outlook 2003 (Office 2003 Suite)

I setup a rule to forward a message with the subject "ALERT" to my outside email account.
When setting up the rule, the only users I could choose were in the "Show Names from the:"  dropdown.... which includes the following:

Global Address List
All Address Lists
      All Contacts
      All Groups
      All Users
      Public Folders
Outlook Address Book
      Contacts

Since my outside email account (Yahoo) was not in any of these lists, I created a contact in active directory with my outside email address...

After creating the new contact, my Outlook rule says:
Apply this rule after the message arrives with
ALERT in the subject
forward it to Alert Dan

I sent an email message from my home account (different domain than work and Yahoo)
to my work email, with the subject ALERT this is a test
I see the message in my work inbox, but it never was forwarded to my Yahoo account.

After about an hour, I manually forwarded the message to my Yahoo account and I received it then.

I've looked all over this Exchange server and I don't see anything stopping it from being sent outbound.

Any ideas on what's wrong?