In the auto-reply rule there is one Client-Side, but watch out, as there is one you can create as Server-Side.
For the server
You need to have the Allow automatic replies option enabled to have that work in your Exchange
Open Exchange Management Console Expand Organization Configuration-> Hub Transport In the right pane select the Remote Domains tab
Right click Default and choose Properties
On the General tab you can set which type of Out of Office Messages you will allow to be sent out. By default only external OOF messages are allowed. You can change the option to also allow OOF messages created by Outlook 2003 and previous.
On the tab named “Format of original message sent as attachment to journal report:” (Exchange 2007) or “Message Format” (Exchange 2010) you can enable or disable the automatic replying/forwarding.
For the rule
Rules and Alerts > New Rule > Start from a Blank Rule, select "Check messages when they arrive" > Next > Select "Where my name is in the To or Cc box" > Next > Select "Have server reply using a Specific Message".
Don't select a template, it will create a client side rule. You must select a specific's message.