I just had a look at the below link:

Redirect w/Exchange 2003

I've got a client that will need to set up a rule on their exchange server to forward to the instant email account but am not quite sure how to do it.
Will I need to set up a rule through Outlook itself (but a server based rule) or does it need to be done on the exchange server itself?
I've looked at the rules you can set in outlook and there's an option to forward to people or distribution list but will that leave a copy on the exchange server itself?

Any help is appreciated.

I do it precisely as you described in Outlook rather than the server, it works well using the forward to people in distribution list rule and I have it forwarded to my gmail account which in turns collects it and all my other e-mails and forwards that to my BB. It is instantenous. I prefer not to add things like these straight to the server but that is just my quirk, I am sure it would work just as well.