Outlook won't forward

Ok, I set a rule to all messages received to have it forward any message I receive to my gmail account. The problem is, when I receive a message, it doesn't forward it to my gmail account. Any help would be awesome.

 

Is the person you are forwarding it to in your distribution list?

 

It is Outlook 2003 and yes it is on an exchange server. Basically, I want to forward all emails I receive through outlook in my gmail inbox because I have my gmail account setup with my blackberry. I seem to be completely unable to get my outlook account to send things to my blackberry so I thought if I just forward all the emails to the gmail account then everything will be taken care of. My gmail account is not in the distribution list but when I created the rule I checked to apply it to all emails and the rule states to forward to "people or distribution list" so I just entered my gmail email address. Will it not work that way?