A few types of rules in Outlook require having the client open, but many of them will be executed by the mail server regardless of whether an Outlook client is running. In this instance, you'd be using rules for forwarding -- or better yet, redirecting -- and those don't require Outlook to be up and running.

I've actually cobbled together some rules for a BlackBerry user before. Below are the rules and configurations as best I can remember them off the top of my head.

* Configure a rule in Outlook to redirect all incoming messages to your BlackBerry's email address, unless they're coming from the BlackBerry email address. (Make sure you choose redirect instead of forward. Otherwise, all email on your BlackBerry will look like it's from your Exchange address.)
* Set the BlackBerry web configuration to CC: the Exchange address on all outgoing mail.
* Set the BlackBerry web configuration to use the Exchange address as the reply-to address on outgoing mail.
* Configure a rule in Outlook to move mail to the Sent Items folder if it's sent from the BlackBerry address and the Exchange address isn't the only recipient.
* Configure the BlackBerry desktop software to NOT synchronize email via the USB cable.