Yeah, like others said here, you have to follow the chain of command in these situations. Mailing your portfolio and resume unsolicited wouldn't earn you many brownie points in my book. My thought as the recipient would be, "Don't we have people who screen this kind of stuff?". Obviously, this company did.
That being said, the response you got sucked. It wouldn't have taken long to send a polite note, as opposed to the quick "Nope" that made this boss look like a complete tool and the company seem very unprofessional. I don't care if it's a quick note like the one you got, or a much longer letter, never write something with your signature on it that puts you and/or your company in a bad light.
This is exactly my take on it.
The CD was annoyed at seeing effectively spam email in his inbox. I suspect he may have meant the reply to go back to the fellow who forwarded, but either way it's pretty irrelevant from your perspective as you're not getting a job there either way. It's a silly reply to send out if he did mean it to go to you, of course, for the reasons mentioned in the post I quoted.
Re: the "always follow up" or not debate. Personally, I tend to think it's a waste of time, esp. if you're applying to a company with more than about, say, five employees.
Below that size, it's possible they're able to take a personal interest in you as a candidate, they may not have had a lot of candidates as they probably can't offer a competitive salary/package, and they may be growing rapidly and so be able to keep you in mind for a future job.
Above that size, your follow-up ends up in a giant inbox read by someone with no actual decision-making authority, won't bother to make a note of you either positively or negatively, and hasn't time to reply back. In other words, it becomes a fruitless formality rather than a way of retaining a connection.
I also would not expect to get a formal rejection note from a company these days. The lack of an offer is enough if it's a relatively low level post or you didn't get to the short-list/interview stage.
I'm sure there are national/cultural and field-specific aspects too, but that's the way I read it here.