<SNIP>
> Basically I don't want to receive those mails
> into our mail server, 'cause it'll probably bring it to a halt, so I just
> want exim to redirect the mails immediately, and not receive them, and then
> redirect them.
That ain't the way it works. Anything Exim redirects will be received, spooled to disk and then resent to the redirected address. If you don't think you can cope with the volume, you probably want to set up a separate domain for the purpose and use a specialist forwarding service, e.g.
http://www.virtualnames.com/forwarding.html
HTH
Neil Youngman