Note: You must have 'full access' permission to this account or you will receive an error when adding the mailbox. Please ensure that you have been grated this permission to the mailbox you wish to add prior to attempting these steps.
Open Outlook 2010.
Click on File.
Under the Info header, click on the Account Settings button and then on the Account Settings tab.
Click on Change.
Click the More Settings button.
Click on the Advanced tab and then click on Add.
Enter the email address of the delegated mailbox in the Add mailbox field.
Click on Apply and then on OK. Outlook will now be busy accessing the other mailbox’s data, so this may take a while.
Back on the Change Account window, click on Next and then on Finish.
Close the Account Settings window. You should now see both mailboxes in the navigation bar on the left.