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.
See
http://www.slipstick.com/rules/index.htm for help.
Might also want to check with your ISP to see if they offer such a service
via their webmail - I know several do, including Earthlink.
