Apple Mail rule won't run automatically

I recently moved the email out of Entourage and into Apple Mail for a company I do business for. All the Macs referred to here are MacBooks running 10.5.8

The company require that copies of all work emails sent and received are kept in the office for reference and also for backup purposes. Since they use POP email I used a rule in Entourage to forward copies of all their sent emails to the relevant managers. When I migrated them to Apple Mail I created the same type of rule but it won't run automatically.

Basically the rule states that if 'Any' email 'From Contains' 'whoever@companydomain.com' then 'Forward Message' to 'office@companydomain.com'.

If I select an email or emails in the 'Sent Mailbox' and 'Apply Rules' then the rule works perfectly and copies are forwarded to the relevant email address but it doesn't run automatically when new emails are created and sent.

What am I doing wrong?