To setup an individual mail box at your domain (not a forwarder), you need to simply do the following:
Optional Fields
Set as the catch all account - If you wish this email address to "catch all" mail that has not had an address setup (ie it will receive anything@youdomain.com)
Autoresponder - Automatically send a message to anyone that mails you account (for example to let people know you have gone on holiday)
Store & Forward To - Save a copy of the incoming message in your mailbox but also forward a copy onto an additional address