If you don't connect to an Exchange server, there is no automatic out of
office autoreply. You'd have to spoof it with rules, and note that this
means leaving Outlook open, and connected to the internet, for the duration
of your absence.
Also see http://support.microsoft.com/?kbid=196718 - it explains how to set
up a template so that autoreply fires only once per sender (as Out of Office
does) to avoid mail loops.