It matters what mail you are running, but you could under sendmail add an alias to send the mail to your hotmail account.

If you are running sendmail, look for /etc/aliases and vi the file.
Add something like

mylocaluser: myaccount@hotmail.com

This should then allow the email to be forwarded (without the need of setting up the local user and using the .forward file).

To send to more then one account -

mylocaluser: myaccount@hotmail.com,myotheraccount@yahoo.com