If you use Microsoft exchange 2003 or 2007 and you want to block users from auto forwarding email via an outlook rule to their other mail addresses as gmail or yahoo follow this procedure:

1.Login as administrator to exchange server.
2.Start the System Manager snap-in.
3.Open the ‘global setting’ tab.
4.click the ‘Internet Message Formats’
5. go to the ‘detail pane’ < right click ‘default ‘object < choose properties.
6. Go to ‘advanced’ tab.
7. Unmark the ‘Allow Automatic Forward ‘ checkbox.
8. Press OK and exit.

If you want to allow few users auto forward (like CEO etc) you can make an exchange based rule using contact.
Simply create a contact with the email address of the requested person, for example for the CEO call the contact:
CEOOutboundMail and then go the CEO user properties on exchange < choose ‘Delivery Options’ < add the contact you created
< choose if the email will only deliver to the contact address or both to local recipient and contact address using the ‘Deliver messages to both forwarding address and mailbox’ checkbox.