How to set Out-Of-Office in a shared mailbox

I had the same problem. To clarify User 1 requires all mail to be forwarded to user 2.

User 2 has out of office on and mail from user 1 also recieves user 2 out of office messages.

I found the way to prevent this was in user 1 outlook mailbox, create a rule in the outlook client that says "where my name is in the to box" forward all mails to "user 2".

When the mail is forwarded user 2 and the out of office is switched on, the out of office message will not be forwarded to User 1 mails.

The only drawback to this is all mails recieved from user 1 to user 2 state "this message was forwarded" and appears to be sent from user 1. Unlike if forward mails using Exchange management console where you can see the senders address and thast it was sent to user 2

How do you have your forwarding rule set up? Have you tried setting the forward method to "keep message intact"? Via this link.

It's possible Rollup 2 fixes the issue, but you'll want to go to rollup 5 (as apparently that allows you to uninstall Exchange after installing any previous rollup. Weird.)