How to Enable Out of Office Replies with Exchange 2003

To enable Out-of-Office replies to the Internet:

Start Exchange System Manager.

Double-click Global Settings, and then click Internet Message Formats.
In the Details pane, right-click a domain name, and then click Properties. The default SMTP domain is "*".

In the Properties box, click the Advanced tab, and then click to select the Out of office responses check box.

This enables Out-of-Office responses to the Internet for the selected domain.

source: http://support.microsoft.com/kb/821899