Exchange 2003 locally hosted and forwarding mail

[ChrisH]

I have put this here because I am going to assume it is something to do with CLEO config rather than a general config.

 

I have a user who needs email forwarding to an external address. I have created a contact and set the users email to forward to this contact address. If you send email from an internal address the email arrives in the users local box and their yahoo account. If somebody sends an email from an external source, the original sender ends up with an NDR but the email does end up on our local server but not the yahoo. Any ideas?