It's also called the "Out of the Office Assistant" depending on your Outlook version, and you can also do it via the Rules Wizard - and yes, they are off of the Tools menu - at least for every rev of Outlook that I've worked with.
If you have access to the Exchange Administrator program and can configure the Exchange server for your site, you could also setup delegates to receive copies of messages automatically.
Your choice, although I would advise research before commiting to an option, Chad Stiller, MCSE
Ramcom Technology
cds@ramcom.com