First, go to http://buckeyelink.osu.edu
Scroll down to "Personal Information" and click "OSU Internet Username"
Click "osu.edu Email" on the gray tab
Click "Change Delivery" on the gray tab
Enter your "OSU Internet Username" and your "Current Password"
Check the "Forward my new mail to my departmental of Non-OSU address"
Finally click "Change E-mail"