Specifying what applications are monitored is done through the Endpoint Agent Configuration. So if I specify the applications for IE and Outlook then they will be monitored.
WHat exactly do you mean "create a response rule"?
If you are monitoring those applications in the Endpoint Agent confguration then they will create DLP Incidents based on your policy like they should and then a response rule owuld be trigged normally.
Make sense?
JJ