Is there a server-side method to disallow Exchange users from auto-forwarding to external e-mail providers for personal use, especially when they leave the company?
Yes there is. On the Internet Mail Service connector in Exchange 5.5 you can set it to disallow automatic messages to the Internet.
Go to the Internet Mail Service connector properties. On the Internet E-mail tab, click Advanced Options and check the Disallow Automatic Replies to the Internet box. That should do it.