Outlook 2000

I am running win95 with outlook 2000. We have an exchange server5.5 with latest svc pack. I have set a rule in rules wizard to forward my email to my smtp account. however it does not forward from internal or external sources. It does however put the item in the deleted items folder which I also specified in the rule. It just will not forward it to my smtp acct. The rule is set like this (Check messages when they arrive/nothing checked in condition/delete it and forward to people or dist list(which is my smtp contact)in the what to do with it box/nothing in exceptions box)Cannot figure out what I am doing wrong. Everything looks correct. Any sugg much appreciated.