I have my Exchange 2000 set to allow Out of Office replies, Auto Forwarding, etc. The only option turned off is sending NDRs so that the spammers don't get the "can't deliver your email" messages.
So with that said, my external users are not getting Out of Office replies. My internal users are getting the OoO but not the external users. Message tracking turns up nothing so I don't know if the OoO message is even being sent to SMTP.