Can I set a vacation message? Can I make it active on a particular set of dates?

Sure!  This is how it works:

Vacation messages tell others that you are away.  A common vacation message may sound like: "I have received your e-mail message but I am away on vacation until June 21.  I will respond to it then."  Vacation messages are used in conjunction with already existing POP3 accounts.

To create a vacation message, click the "Vacation Messages icon," in the control panel, followed by the "Set New Vacation Message" link.

First, select the POP3 account you want to add a vacation message to.  Second, enter the vacation message.  Third, select when the vacation message will take effect and when it will stop taking effect.  Fourth, click the "Create" button.