I can use an alias to capture all incoming mail and send them to an external account. I need to do the same with the outgoing mail's ?
I think you are talking about mail forwarder and if yes then mail forwarder is regarding only incomeing mails.
Mail ougoing I also need to capture the outgoing mail !! it's very simple, my client want to have a gmail account with the sent mail and another with the receive mail (to use them as a backup and friendly search options).
You can do it using the system_filter. Have a read of: http://forums.cpanel.net/showthread.php?t=39909 Be careful of the legality of doing this in your country, though.
I do this all the time with accounts we need to monitor .... We just simply toss in an "unseen deliver" line to do that in the /etc/antivirus.exim filter file for the email address that we want to monitor and we get copies of all inbound and outbound mail for that account.