Out-of-Office Replies Only Work Internally / Do Not Work Externally

By default in Microsoft Exchange Server 2000/2003, Out-of-Office replies to the Internet is disabled. Many administrators do not allow Out-of-Office auto-replies to be sent outside of the Exchange organization to prevent unauthorized people from learning when users are out of the office.

MORE INFORMATION
To enable Out-of-Office replies to the Internet:
1.Start Exchange System Manager.
2.Double-click Global Settings, and then click Internet Message Formats.
3.In the Details pane, right-click a domain name, and then click Properties. The default SMTP domain is "*".
4.In the Properties box, click the Advanced tab, and then click to select the Out of office responses check box. This enables Out-of-Office responses to the Internet for the selected domain.