First thing that comes to mind is something to do with a remote MX record... though my experience with Exchange mail is limited at best.
So... you want to have..
you@jakesnake.com hosted on a exchange server to forward to
you@hotmail.com?
This would basically duplicate mail that is received, but not sent out.
I think I might need to be corrected??
EDIT: Re-read your ending sentence.. a blackberry.. (/me have no experience with those.
) Sorry....