Outlook 2002

My co-worker wants to put an icon on the Outlook Shortcut Bar to my
calendar, but since we cannot expand the mailbox to see the calendar folder
we are unable to do this.

I have given read permission (and folder visible) to my Inbox and my
Calendar to a co-worker via right click on folder list's folder |Permissions.
I have also given delegate permissions to this same co-worker via Tools |
Options | Delegate to both folders.

We have added me to her folder list so that she sees my mailbox in her
folder list.  However, when we double click or click the + sign, the message
that the 'folder cannot be expanded' appears.

I've seen a couple of posts here with the same problem and some links which
I've viewed, but nothing is working.

The co-worker CAN click File | Open other users folder and see either my
Inbox or Calendar so the Permissions appear to be correct.  Can someone tell
me what step we are missing?