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.
Note - posting your valid e-mail address in a newsgroup post, or in your
news account settings, is a surefire way to get spam and SWEN and other
viruses sent to you....see http://www.mailmsg.com/SPAM_munging.htm for help
in the future, but note that now that your address is out there, there's not
much you can do other than changing your address.