I’ve written elsewhere of the hazard of setting a blanket auto-respond email message in Microsoft Outlook. Many programs and services have ways for you to tweak these settings so that only your contacts—those people in your address book—receive these messages. (This does not remove the chances of revealing information you don’t want to bad guys, but it does significantly reduce it):
Gmail
In Gmail, got to settings
and then scroll down to vacation responder.
Make sure you check the button at the bottom of the window Only send a response to people in my contacts.
Hotmail
in Hotmail, you’ll find the same option in Options/Vacation reply.
Microsoft Outlook 2007
Outlook has something similar, so long as your account is on the Microsoft Exchange Server (usually meaning you’re on your office network). There you can also select whether the auto-replies go to people outside or inside your organisation, etc:
Mozilla Thunderbird
There’s no in-built way to do it. Here’s a workaround, explained in more detail here, but it’s not pretty, and it depends on your computer remaining on and connected.
(My thanks to Brett Roberts of Microsoft New Zealand for suggestions.)