Out of Office isn't working for external recipients and "Alow out of office response" on global settings are activate

which Exchange version you are using? Try tracking the message and see where its failing?
Is Out of Office being generated by mailbox?

Thanks,
Amit Aggarwal.

what do you mean by external recipients?

which Exchange version you are using?
Exchange 2003

Try tracking the message and see where its failing?
I don't have any message out of office to track

Is Out of Office being generated by mailbox?
Out of office is generate by Exchange, It work for internal senders.

what do you mean by external recipients?
External adress, Internet Adress

I didnt get "I dont have any message out of office to track"
Lets take an example, we have user1 in your organization and he has OOF enabled in his mailbox.
Now, another user - user@yahoo.com (External user) sends an email to this user.
and if this mailbox generates the OOF, you need to track the message using:-
From :- user1@yourdomain.com
To: user@yahoo.com
and see if there is any message.

Thanks,
Amit Aggarwal.

I sent a message from "user@hotmail.com" to two users with OOF enabled and no mail was send in return to "user@hotmail.com"
This is why I answered "I dont have any message out of office to track"

Yes, correct, But, now you need to find if any message was generated by user1@yourdomain.com or not.
Go to message tracking and try to find all message sent from user1@yourdomain.com to user@hotmail.com. if there is some message, it should also show why it couldnt reach to user@hotmail.com. Where it failed?
and if you are not able to find any message, means there was no message generated by the mailbox itself for hotmail user.

Thanks,
Amit Aggarwal.

If you have enabled the Out-of-Office auto replies at your Global Settings level now, You need to restart the SMTP and Routing Engine service once to take the effect.
http://support.microsoft.com/kb/323665/

Thanks,
Amit Aggarwal.

that is my problem no message was send, I do not know where to start to seek the error.
I have also reboot the server after not having noted any change when I restart the SMTP and Routing Engine service, but no change.

It's the pb, if OOF was checked before you enabled it from Global Settings, this OOF don't work.
I disabled OOF the an enabled OOF again, and it's work fine now.