In GMail, you go to "settings" > "forwarding". You'll then need to set up your mobile phone's email address as the address, which depends on your service carrier. You can google "Email my phone" to find out what your carrier's domain is. For AT&T, it's (your phone number)@txt.att.net, for example.
You also might have to confirm the "email", so you'll get a text to your phone with a confirmation key somewhere in it.
Then underneath that, still in the settings tab, there should be a tip saying create a filter. I went for "Fulbright" under "has the words". Create the filter, and when it prompts you what to do with it, click "Forward it to" and select your phone's email address.
Then send yourself an email titled/containing "FULBRIGHT FULBRIGHT FULBRIGHT LOL" like I did just to test it out! If it doesn't work, check the carrier domain. An older site that I googled told me initially to use @mobile.att.net, and that didn't work.
Now when you go to the "Filters" it should be listed.
*edit: got my AT&T emails mixed up, try txt.att.net! I'm not sure if these are accurate, but here 's a big list of the email addresses