If you are running Exchange 2003 and you have applied SP2 then your Out Of Office replies may not be sent. This is actually a hard problem to detect because the Out of Office replies work for internal users but not for external email senders. So an external user would have to actual inform you that they did not receive the Out of Office autoreply which is somewhat of a Catch 22 since they probably don’t know you are gone.
The service pack changed some of the settings to make it ‘more secure’. To enable Out of Office replies for external users go to the Exchange System Manager >> Global Settings >> Internet Message Formats >> Default (or if you renamed this), right click and select properties. Go to the Advanced tab of the properties page and check ‘Allow out of office responses’. That should do it.