Check that you haven't created a mailbox for the email account you are trying to forward for. If so, delete your forwarder, delete the mailbox, and then add the forwarder again and it should work.
Forwarders and mailboxes act separately. If you want email left on the server you should create only a mailbox. If you want email only forwarded, then you should not create a mailbox, but only a forwarder.