You can create it logged into Outlook using any administrator rights user.
If you want to receive email into the folder, you need to make sure anonymous user has author rights, but doesn't need any more.
The email address of the folder will by default be the
[email protected],
but you can change/add to this using the Exchange management program.
You will also need to then set permissions for the corredt users to read and/or update this folder if needed.
Wayne
