As a secure default, Exchange doesn’t allow sending automatic forwards, replies and Out of Office Assistant Messages (OOF) to the Internet. The security in this is that there can’t be created any mail loops and that Exchange doesn’t reply to any spam messages which might lead to spam attacks. If you still want to disable this behavior after careful consideration you can do this in the following way;

Exchange 2007 and Exchange 2010:

1. Open Exchange Management Console
2. Expand Organization Configuration-> Hub Transport
3. In the right pane select the Remote Domains tab
4. Right click Default and choose Properties
5. 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.

Exchange 2000/2003:

1. Open Exchange System Manager
2. Expand your site-> Global Settings-> Internet Message Format
3. In the right pane right click Default and choose Properties-> tab Advanced
4. Here you can enable or disable the automatic replying/forwarding

Exchange 5.5:

1. Open Exchange 5.5 Administrator
2. Expand your site-> Configuration-> Connections
3. In the right pane right click Internet Mail Service and choose Properties-> tab Internet Mail Service-> button Advanced Options….
4. Here you can enable or disable the automatic replying/forwarding
5. Stop and restart the Internet Mail Service

Setting the option to allow automatic replies and forwards in Exchange 2010.