I suppose that depends on which version of Outlook you are using.
In Outlook 2007, you could type "How do I set up out of office reply
message?" in that little help gadget in the upper right of the screen,
and read the section "Automatically reply to messages with the Out of
Office Assistant" that it presents.
The Out of Office Assistant is under the Tools menu.
Because of the problems any kind of auto-reply can cause when your
email address is forged by spammers, you might want to carefully
configure the rules so as not to respond to strangers.
