Some versions already do this.
We have no idea what version you are using.
Current versions require you to run code or a third party add-in.
http://www.outlookcode.com/d/code/autoaddrecip.htm
http://www.slipstick.com/contacts/addauto.htm

Hi,

Use a third party add-in for Outlook to do that. The only add-in I know that
it can do that is Bells & Whistles. You can find it at this link:
http://www.emailaddressmanager.com/productivity.html