To prevent a rule from duplication actions you must do one of the following:
 
Either set the rule to move the message to a different folder after forwarding, or set the rule to mark the message with a flag or a category and then set the Message Properties tab to ignore these marked messages. This will prevent duplicates actions from occurring.

Here's how to accomplish this using Categories. On the Actions tab, add an action to assign the message to a Category called "Copied".

Then to complete the configuration for the rule, on the Message Properties tab, set the rule to not match messages that have been tagged with the Category "Copied".