First login to your cPanel. Next you will want to search for the "Auto Responders" link in the box titled "E-mail". Click the link, and there you go!

To add an Auto Responder to the list, just click "Add AutoResponder". The next screen you get will look much like an e-mail form. Here's what each box means, and what you should put there:
Email - The email address this Auto Responder is for.
From - Enter here your name or email address you want to see as the sender of the message to your Auto Responder receiver.
Subject - This is what you want to show up in the subject line of the auto response e-mail.
Character Set - If required, you can change the character set the message is encoded in. (usually just leave it as is)
HTML Message - Click this box if your Auto Responder is going to have HTML coded into it.
Body - This is the place you put the body of your message at.

Once you have filled all those out you may click "Create" to create the Auto Responder you just set up or "Clear" to start all over again, just in case you messed up somewhere down the line.