Open FirstClass software on a desktop (not using the web interface). Enter your user ID and password and login. From the Desktop or Mailbox, choose the Edit menu --> Preferences. Select the Messaging tab from the set of tabs across the top (probably opens to the General tab).
You should see this window:

Make sure you are on the Mail Rules tab on the Messaging tab.
Under the “Automatically forward:” section, change Local mail and Internet mail to “Yes”, change Method to “Redirect” and in the Forward to: box, type your home or work e-mail account that you want your e-mail forwarded to.
Press the <Apply> button. Then press the <OK> button and you are done.