The rule is what you need to do, but it should be able to be configured to run server side. However it depends what he rule does.
If the rule is plain text and auto replies, then it should run server side. If it has more advanced settings then it will not be server side, it will be client side.
Also note that allowing auto replies is an org wide setting and is considered quite dangerous. It can cause an email loop to be created. You cannot restrict auto replies to just one account, so another user could come along and set it up their own and there is nothing you could to stop it.
-M