Yes, we are getting this same error for our users that have mailboxes in Exchange 2010 that we are currently migrating everyone to. I have someone who is logging in as a domain admin and exchange admin and running the wizard. They try to push the rule to people who have their email inboxes on Exchange 2010 and it errors with that above message.
What "administrator mailbox" are you referring to? Could it be that the account that runs the email forwarder process has to have a mailbox on Exchange 2010?