See http://www.slipstick.com/contacts/addauto.htm for various ways to save senders or recipients as new contacts automatically, depending on your version and configuration of Outlook.

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Sue Mosher, Outlook MVP
Author of
Microsoft Outlook Programming - Jumpstart for
Administrators, Power Users, and Developers
http://www.outlookcode.com/jumpstart.aspx
> When I was using the older version of Outlook, I could select an option
> whereby whenever I reply to an email, the address of the sender (and all in
> cc) were automatically saved to the address book. I can't find the same
> option in Outlook 2003. Please advise.