I have seen this but never tried it.
http://www.sspi-software.com/mailfwd_win.html
If you are on BES I think as long as the IT policy doesn't prevent it, and it might, then you should be able to use the BWC also. Ask your IT first what their policy is, and if it's no, then the app above could foward your mail to your work address and then with 4.0 you might be able to use filters.
I am pretty sure I have read others on this board have both their work and personal email.