actually on the exchange they can add the gmail address as the sent from address using it as the primary SMTP address. I am sure one of the admin guys can explain better than I, but if your hosted exchange company can do it, set it up as follows:
primary SMTP address in Exchange AD
log into gmail and forward email your
when you get an email the BES will delivery it via exchange. when you send it will be your gmail account. It can take a couple hours to populate through the server, unless the server admin restarts the Exchange services/BES services.