How do I forward an e-mail without removing it?

Looking at the filter options, it seems that if I were to set up a filter to automatically forward certain messages to another address it will not still deliver them to the address they were sent.

What I’m trying to do is get specific e-mails from specific e-mail addresses to forward to my cell phone as a way of letting me know they were sent, while still having the full, original messages delivered to the inbox they were addressed to. This way when I get home I’ll still have the full, entire message ready to download into my inbox, and if I’m away and my computer/Outlook is not running, I can log into my webmail and check them.

Does the filter do this automatically, and/or is there a way anyone else has figured out of doing this?