Outlook 2000 and 2002 include a Have server reply action that allows you to build server-based reply rules. When you create such a rule, Outlook prompts you to create the reply message as part of the process. This reply message is saved in your Exchange Server mailbox. See these links:
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q291956
http://office.microsoft.com/assistance/2002/articles/Olrwautoreply2.aspx
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q292906(REMOVE SPACES from the pasted URLs.)
The preceding was found at the slipstick site article, "To make automatic reply rules".
http://www.slipstick.com/rules/autoreply.htm
(REMOVE SPACES from the pasted URL.)
There are also additional Exchange/Outlook sections of the same article, all related to setting rules and automatic replies.
Maxwell