You don't - it is either one or the other. You can keep your delivery as
the Exchange mailbox for all items but use a rule (for mail sent to me or
CC) to move mail to your personal folders.

Signature
Milly Staples [MVP - Outlook]
Post all replies to the group to keep the discussion intact. Due to
the (insert latest virus name here) virus, all mail sent to my personal
account will be deleted without reading.
After furious head scratching, Grant asked:
| if I change the delivery location of my mail items - does this mean
| that all my calendar meetings etc also get delivered to the personal
[quoted text clipped - 3 lines]
| Thanks,
| Grant