In Outlook 2010, click "File" tab, on the left, "Info" is selected by default (if not, click to select it), then click "Manage Rules & Alerts" button at the bottom.

The "Rules and Alerts" window pops up, under "E-mail Rules" tab, click "New Rule".

The "Rules Wizard" window pops up. First it asks you to select a template. Choose "Apply rule on messages I receive" under "Start from a blank rule" in the "Step 1: Select a template" field. You'll see it shows up in the "Step 2: Edit the rule description" field. Click "Next" button.

Next, it asks you to set condition(s). Click "Next" without checking any boxes.

A warning message pops up and asks you to confirm that you want the rule to apply for all messages. Click "Yes".

Next, it asks what you want to do with all future messages. Check "redirect it to people or public group" for "Step 1: Select action(s)" field. You'll see it shows up in the "Step2: Edit the rule description" field with "people or public group" highlighted as a hyperlink, click this link.

The "Rule Address" window pops up. At the bottom, type in the email address to which you want all your emails to be redirected to in the "TO" field, then click "OK".

You are back to the "Rule Wizard" window. The email address that you entered displays in "Step2: Edit the rule description" field. Click "Next".

Next, it asks whether you want to add any exceptions. Check any boxes that you want to add, then click "Next".

By default the name of the rule is the email address you entered. You can give a more descriptive name if you want in "Step1: Specify a name for this rule" (recommended). Click "Finish".
-- You can also have all the messages that are currently in the "Inbox" get redirected to your designated email address by checking "Run this rule now on messages already in 'Inbox'" option. 
-- If you want to set up the rule to be used at a later time, uncheck "Turn on this rule".

You're back to the "Rules and Alerts" window. Click "Apply", then click "OK".  The rule will apply immediately, you don't need to log off and on Outlook 2010 again for it to be effective.

To remove the Auto-forwarding, just untick the box next to the forwarding rule. See above.