Hmmm, I'm not seeing any forwarding options in my hotmail account. Closest thing I can see is a filter process which only lets me sort by folder it would seem.
I remember that you used to be able to buy a paid hotmail account with more options, including email forwarding & POP access. That might be the best solution without a third party application.
This is very easy to do. First click “Options” then click “Forward mail to another e-mail account” under the “Manage your account” section. Then type in the email you want your mail forwarded too.