We have one users account on our network that will not set the out of office without having Outlook prompt for a password when it first opens. As long as the password is entered out of office works.
we have a 2010 SBS with Exchange and within the outlook 2010 software I go to the email account, select the user account, more settings, under the security tab I put a check mark to "always prompt for login credentials"
If that box isn't checked then the outlook opens without prompting for credentials and sends/receives without any issues. You go to the Automatic Replies and click on it and get a message stating "Automatic Reply settings cannot be displayed because the server is currently unavailable. try again later"