There is no native feature in Exchange 2003 which does what you are asking. You CAN set up an account to forward mail to an external email account AND keep a copy in the user’s exchange mailbox. This can be done from the exchange general tab in Active Directory for each user. Click “delivery options” to set it up. I would not recommend you do this wholesale for all users however. I do not know of any third party tools which do this either, but someone else may.