First of all the mailbox you want to access needs to have you added to the permissions list.
See this article for sharing a mailbox, or get the adminsitrator to add the permissions on the server. Once this is done you can attach the mailbox to your profile by doing the following:
Right click on the top of the mailbox tree for your mailbox. From the pop-up list select Properties for mailbox
Click on the Advanced button on the bottom right
Go to the Advanced tab, click on Add.. and enter the mailbox name.
The new mailbox will appear as an extra set of folders below your own mailbox.