Activities not working in Outlook 2003

Hello,

I was wondering if anyone had any idea why the Activities tab on a shared mailbox does not work?

If I log into Outlook for this account, I can use the activities tab on any contact and it will complete searches. I have shared this mailbox and made the correct users delegates with full access to this account. However, the activities tab on each contact I open does not work for the shared mailbox. I get the following error:
"No folders are defined for the Activities tab of contacts in this cotact folder. Right-click on the contact folder, and then click properties. On the Activities tab, set the folders that should be searched for items associated with this contact."

Problem being is that there is not Activities tab where it says to go.

Any suggesstions?

Thanks.

Adrian