[exim] pipe mail to exchange server 2003 with archiving

Hi!
Just wondering how to set up a system like that:

1) Mail arrive on my exim listening on port 25 for foo@???
2) The mail is forwarded to my internal exchange server but "archived"
for 1 or 2 month on my exim /var/mail/foo

I really don't know how to care this problem.

What I have think:

* Using a new router that redirect to my exchnage but in this way i'm
not sure that the mail is still storage in /var/mail...?

* or using a code in .forward for each users...?

I'm sure someone have a more simple way ;)

Thanks