Exchange 2010 Delegate Permission

I just recently migrated from Exchange 2003 to Exchange 2010.  In an Exchange 2003 organization I was able to open another user's outlook profile and assign delegates for access permissions.  Since the migration the option of setting up delegates while using another user's profile is no longer available.  Is there a way to do this in 2010 like there was in 2003?  
The outlook client is 2003.
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