To set Auto Reply, click on "Options" in the left column, then choose "Automatic Reply" across the top of the page that appears.
Type in your subject (i.e. "Out of the Office") and your message (i.e. "I will be out of the office from such and such a date until such and such a date. I will repond to your e-mail at that time.")
Be sure to click the "Start" button to activate the automatic reply, and click the "Stop" button when you return.