Any answer to this? I am trying to do the same thing by setting rules. Something when wrong because it did not work for me. Here is what I did.

Rules and Alerts, New Rule, Check messages when they arrive; Next
Next (No conditions checked); Yes;
Checked forward it to people or distribution list in the Select action(s);
Select people or distribution list (Fix rule description);
Select contact or list or type email address to forward under To;
OK, Next; Click Next; Uncheck Turn on this rule; Run this rule now; Finish.

Did not apply to new messages coming in. Where did I go wrong?