Are you using Apple Mail?
Are you editing a Gmail account or something that does server based email filtering? If not this should apply, otherwise you may need to edit rules on a server where the mail is hosted.
Mail app should have some 'advanced' rules that you can alter to modify Junk filtering. In Mails's Preferences > Junk Mail enable the 'advanced' option then change the advanced rules via the button, add a criteria along the lines of 'Mail from does not contain <youremail@example.com>'
Mail's junk filtering is opaque, I can't see any way to analyse how it classifies junk, so if it doesn't work well for you consider using a third party service for junk filtering instead. It may not like the content you are forwarding. it is supposed to learn from the history, but sometimes it seems to get stuck ignoring you 🙂
P.S please check your profile - are you still running 10.6.1? How about Mail, what version do you have? The Mail menu > about should state the version.