You have an Exchange 2003 server and automatic replies will not work after Outlook is closed.
Turn on Automatic replies in Exchange 2003
To enable automatic reply messages follow these steps:
- Start Exchange System Manager.
- Double-click Global Settings, and then click Internet Message Formats.
- In the details pane, right-click a domain name, and then click Properties.
- Note By default, “*” is the SMTP domain.
- In the Default Properties dialog box, click Advanced, and then place a check in the following selections. Allow out of office responses, Allow automatic replies, and Allow automatic forward.
- Click apply and OK .