Pictures added below. I should make it look nice when I have time.
Click on "options"
Choose "Create an inbox rule"
Click on the triangle to the right of "New" and choose "Create a new rule for arriving messages"
Under "When the message arrives, and:"
Click on "Select one" and choose "[Apply to all messages]"
Under "Do the following:"
Click on "Select one" and choose "Redirect the message to"
Enter the e-mail address you would like the messages to be forwarded to, and click "OK"
Check your entries and click "Save"
Check once more. You can add more rules, edit rules, and delete rules.