Exchange server 2007

https://www.experts-exchange.com/questions/21896436/Auto-Reply-for-a-Distribution-Group.html
http://www.amset.info/exchange/groups-autoreply.asp 

or

delete the group, then create an user, then have all emails from that user forwarded to the group. Then you can login under that user, and setup an autoreply.

Refer below:

https://www.experts-exchange.com/questions/22153916/Auto-Responder-at-Server-Level.html

Don't know if this can be done within Exchange 2007 only but if you're using Outlook you can configure a rule so that the server sends a automatic reply when the account receives a message.

Menu Tools
-> Rules and Alerts
-> New Rule
-> Select "check messages when they arrive" and click "Next"
-> do not select anything in the next window and confirm the warning message that this rule will be applied to every message you receive
-> select "Have server reply using a specific message"
-> Click on "a specific message" to edit the message.

If you want you can add additional recipients to the CC or BCC field.

This can be done on 1 outlook client for a distribution group that receives the email.

You could do an OOF from outlook, or a custom NDR, etc as a hub transport rule.

http://technet.microsoft.com/en-us/library/aa998860.aspx

Also see:

http://groups.google.com/group/microsoft.public.exchange.admin/browse_thread/thread/7cd076511a821c36

https://www.experts-exchange.com/questions/23063001/How-to-configure-an-Auto-Reply-message-in-Exchange-Server-2007.html

Another option would be a 3rd party tool like GFI.