auto Server replies

I am trying to set up a automatic reply to all messages sent to a dist group , using a set message that is stored on the server. We are using exchange server 5.5 SP4 with Outlook 2000.
I have a rule setup that works for all internal users, However when someone outside our email domain sends a messga ethey do not get the reply. I CC’d myself on the message that is stored on the server and I get the reply , and the email shows it going to the original sender. However it never gets there. Any suggestions?