If you select a secondary line and press the Call Forward All (CFwdALL) button, you either receive the Primary Only message, receive a busy tone, or the This key is not active here message is displayed.
This issue is documented in Cisco bug ID CSCdx37915.
As designed, Cisco CallManager only allows users to set the CFwdALL feature from the primary line.
The only way to set the CFwdALL feature on non-primary lines is to give the users access to the Cisco CallManager user options web page (http:\\IP address of Cisco Callmanager/ccmuser/logon.asp).
Users can then log in to that web page, select the desired phone, and configure the CFwdALL feature for any line on the phone.