If it's for all messages sent to person X, to goto Person Y too then:
open up the mailbox for X under Exchange admin and goto the Delivery Options TAB. Modify the alternative recipient and select person Y from the list of mailboxes and hit OK. be sure to check the 'deliver messages to both recipient and alternative recipient' box so both X and Y will still receive the messages.
if this is a one of thing just get X to forward to Y.
If either X or Y is a mailbox not on your exchange server, but an internet mailbox you can still set them up as a custom recipient so they will show in your exchange mailboxes and you can forward to/ from them
cheers