It is not an option in Outlook which of course has nothing whatsoever to do
with Outlook Express. No full versions of Outlook ever had the ability to
add recipients automatically to your Contacts Folder. Only the long
abandoned IMO mode of Outlook 98/2000 did that. To automatically add the
email address of people you respond to to your Contacts Folder requires
code:

http://www.outlookcode.com/d/code/autoaddrecip.htm
http://www.slipstick.com/contacts/addauto.htm

Hi junquedog,

you could try also our freeware addins for Outlook: Public Contact After
Reply for Outlook:

Public Contact after Reply for Outlook (Public CAR for Outlook) is a
freeware addin for Outlook, which create automatically an Outlook contact
after reply to an email.
http://www.publicshareware.com/outlook-public-contact-after-reply.html

or for existing emails: Public Mail 2 Contact for Outlook (freeware)

Public Mail 2 Contact is a freeware addin for Outlook  It generates Outlook
contacts from existing e-mails and verifies whether the e-mail-address does
already exist as contact in Outlook.
http://www.publicshareware.com/outlook-public-mail-to-contact.html

also available on the microsoft server:
http://office.microsoft.com/en-us/marketplace/EM101932941033.aspx?CategoryID=CE0
11869211033

Maybe it helps.

--
Oliver Vukovics
Share your Outlook PST files without Exchange: Public ShareFolder
Synchronisation for Outlook and Exchange: Public SyncTool
http://www.publicshareware.com