In the Exchange 2007 there is no problem if you want to forward email to another email address in the internal, use forward to, and choose the target internal mail address. (in mail flow settings tab, delivery options).
But if you want to forward to the external email address, you can't set it directly, you will not be able to write the external email address, the column is grey. you can only use browse menu, and choose internal mail address or group already listed.
|forward to - cannot be set to external email address|
The solution is using Mail Contact
Create new mail Contact with external mail address to be use for forwarding target.
In Recipient Configuration Choose Mail Contact, create New Mail Contact,
Click Edit to enter the external mail address
Next next until finish.
Now you can set forward to using new mail contact already created.
Go to Recipient Configuration-->Mailbox
Choose user mailbox that will be forwarded, right-click on it, then click Properties
Choose Mail Flow Settings
Select Delivery Options then click properties
Now you can try to send mail