You could have the forwarding actually go to a special archiving email account you've set up under an alternate profile on your workstation. Once a month you'd log on to your workstation as that account. The account would be configured to store mail in a Personal Folder (.pst) instead of on the server, so you could just open up Outlook and all the stuff would start filling up the .pst. Then burn a copy of it to DVD. You could do that before you leave the office one night a month, so that you wouldn't have to wait for the process to end.
Another option is to just set that profile up under your normal login and let it go in the background while you work on other things.
Lastly, just use ExMerge to suck the mail out to a .pst instead of actually using the Outlook interface. That wouldbe a lot more efficient, whether you end up using a public folder or a mailbox. Read the documentation on ExMerge, and you will see that it's pretty easy to pull all of a single user's mail out and into a .pst, with the option of merely making a backup of the mailbox or emptying it in the process. Not sure if it works with public folders, but it seems like it should.
ShackDaddy