Not receiving Forwarded messages

I have one user that when she receives a forwarded message it pops in and then out of her inbox and is GONE. I have tested this and then searched for the message and it isnt there. I have also verified that there are NO rules running that would do this (actually she has no rules running at all). If I copy and paste the contents of the email to a new one she can receive that and it doesnt disappear. This only seems to be happening to forwarded emails and nothing else.

Win98se
Outlook 2000
Exchange 5.5