My understanding was that "mail forward" doesn't work anymore with hotmail accounts because of changes microsoft made.
I use an online service called 4smartphone.net. Allows me to use push email on my smartphone, but it also has a major bonus - it can "pull" email from non-POP accounts, including Hotmail (specifically supported) .
The basic service including this facility is only AUD $6 a month - and it allows me to get all my email in one account.
Because it's a microsoft exchange account, it also syncs my mail accross all my devices - ie if I read it on my smartphone and archive it in an "old email" folder, when I get my mail on my mac when I get home, it is already archived and isn't flagged by my mac as unread.
I personally find entourage too clunky, and with the version of apple mail in tiger, it supports an exchange server mailbox for this service anyway.
worth thinking about for the peace of mind and the ability to get your mail all in one place.
http://www.4smartphone.net/ServicePlans.aspx