Yes, just as Pianoman stated, Microsoft wants you to keep using their stuff, even though it's almost a decade behind the current email technology. I mean, I only had 4mb of storage up until 2 years ago, while I opened a Gmail account when it came out and had 1 GIG. Even Yahoo has a gig now. Plus the whole user interface with Hotmail is the worst.
Anyway, simply to answer your question, no, you cannot automatically forward your emails. Gmail has this feature, though.