We had a similar problem... We found that if a rule is set for an account
using Outlook 2000, Outlook 2003 may or may not see the rule for that
account. This happened in our case, a rule was turned on in Outlook 2000,
however when you opened the same mailbox in Outlook 2003, it appears unset
(and nothing you did in Outlook 2003 could fix it). The solution was to
open that account in Outlook 2000, unset the forwarding rule, and now it
works fine as long as the rule are set from only Outlook 2003.
Not sure if this is applicable.
Bill