If you'd like to set a custom auto-reply, you can set it by going to Contacts-->Customize Your Join Reply.
Here you can preview your message and set it accordingly.
Here you can set a custom reply when someone opts in to receive your group texts. Pretty simple, right? This is a great tool if you'd like the recipient to contact a specific phone number once they've opted in, receive a special message, or even direct the recipient to a website!