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ASKER
Exchange is the server side of a collaborative application product that is part of the Microsoft Server infrastructure. Exchange's major features include email, calendaring, contacts and tasks, support for mobile and web-based access to information, and support for data storage.
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http://www.msexchange.org/tutorials/Forwarding_Mail_to_an_External_Recipient_Part_II.html
read part 1 and 2
the method described will also work for exchange 5.5 users.