Anders,
If you are using Outlook 2003, you need to check the following setting.
Go to Tools - Options - Other - Advanced Options and make sure the following box is checked. "Allow Script in Shared folders"
This allows you to view archived items in shared folders.
If you are using Outlook XP or 2000, there is a registry setting you have to set.
Here is a technote that describes the process for either method.
http://support.veritas.com/docs/281738
Hope that helps.