Is it possible?
If so, how is it done exactly? The syslog.conf file doesn't help too much.
Yes it is possible and you can use rsyslog.
There is a good online manual for doing this: http://www.rsyslog.com/doc/rsyslog_reliable_forwarding.html
And the general rsyslog doc is: http://www.rsyslog.com/doc/manual.html
You can do this by adding the following line at the end of /etc/rsyslog.conf