If you are using Microsoft Office Outlook 2010 with an Exchange server you can set out of office messages by doing the following:
1. Click on the File Tab (top left).
2. Make sure you are on the info sub tab (should be on here by default).
3. Click the button that says ‘Automatic Replies’
4. In the popup window change the radio button to ‘I am currently Out of the Office’
5. Enter a message in the AutoReply box.
6. Check you have no rules setup that might interfere with the sending of out of office replies.
7. Click OK.
Once you go back to the home tab you should then see a gold bar to show that the Out of Office is active.