Cool little tool will have to d/l and have a play
I just found this on http://community.office365.com/en-us/forums/613/t/54315.aspx but wanted to re-produce it hear for safe keeping.
To allow another user to open additional mailboxes in O365 they need the relevant permission.
Open a powershell window and connect to your tenant with admin credentials.
If you also want the 3rd part to be able to send as this user you need to also issue this command: