|Did you create your message and save it as a file? You need to do that first. I would recommend a text message, saved as a txt file.|
Then just run through the New Rule wizard; selecting "For all messages" then "Reply with Message" All you need to do then is to click on the underlined message (in blue text), browse to the message you want people to see. Then just click OK and OK.
You'll need to remember to leave your OE open so that the reply messages will be sent.
Some ISP's have a vacation setting so that you can set the OOO on their website, and you won't need to leave your email client open.