If you use outlook you can forward emails already in your Inbox. The following works in Outlook 2007:
1. Select your inbox
2. Open the rules wizard - Tools Rules and Alerts
3. Click New Rule
In the rules Wizard:
1. Process messages as they arrive
2. Forward messages to the required email address
3. On the last screen under Rule options tick the Run this rule now on messages already in "Inbox"
This will process items only in your inbox. If you file your emails in folders you can do the following (which depending on how many folders you have could take some labor):
1. Repeat the steps above but instead of selecting the inbox folder, select one of you filing fodlers
2. On the last screen under Rule options tick the Run this rule now on messages already in [Your folder name]
3. This will forward all messages in that folder.
4. Now select your next folder but this time you need not create a new rule. Open Rules and Alerts and choose the option to change your previous rule.
5. Click through the Rules wizard.
6. On the last screen you will see that the last folder you selected is now shown in Run this rule now on messages already in ...
7. Repeat from number 4. above for all your folders.
The message rules options are a bit different in Outlook Web App for Exchange 2010 (probably the same in 2007) and I could not find a way to process emails already in your mailbox so for em it looks like Outlook is the only solution when using message rules.