Address book

Hello:
Go to Tools > Options on the Preferences Tab select Email Options (at the the bottom) there is the "Automatically put people I reply to in:" and then select a destination.

Regards
Raffi_

Within Outlook, this is only available in the Internet Mail Only mode - can check mode within Help, About Microsoft Outlook. It can automatically add people you reply to into Contacts.

Regards,
Melody

If you just want to add people you reply to the answers already given will work.
If you want to choose who and where read on.

When you open a message you can right-click on the sender's name/email address and select add to contacts.
This will create a new contact for you.

You can create another option to the right-click method by adding a personal address book to this list if you are using Workgroup mode.

Tools | Services(Workgroup Mode) | General tab, click Add to add a service.
Select Personal Address Book from the list.
Restart Outlook, this will setup the address book and make all the new options available.
Tools | Services | Addressing tab, change the personal address location from contacts to Personal Address Book.
Now when you open a message from someone you will be able to right-click on the senders' name and choose between, add to contacts(the default contacts folder) or Add to Personal Address Book.
I find this helpful to seperate the work and casual contacts.

Good luck.