Out of Office responses to incoming email are an incredibly useful thing to have with any mail server. In Microsoft Exchange, these are sent by the server on behalf of each user when the user has enabled them. Out of Office messages can be configured using the Exchange web portal or using a standard mail client, which has up until now, usually be Outlook. In Lion, Apple has built in an Out of Office setting in Mail.app.
To configure an Out of Office message using Mail in Mac OS X 10.7, first configure the Mail client to communicate with the Exchange server. Then open Mail.app from /Applications. Right-click on the name of the account (or Inbox if you only use one account) and select Get Info from the contextual menu.
Click on the Out Of Office tab and check Send Out of Office Replies to enable the Out of Office message. A different message can be sent to users in your domain than to users outside of your domain; enter the Out of Office Response for users of each.