Create a "message rule" to move all the received mail into the shared folder.
I'm on Win98, but the technique should be the same or similar for other Windows, as it's the OE application that is running, (mine is OE6).
Bring up the rules wizard - "Tools->Message Rules->Mail", and work your way through the easy options. Elect to 'move' your messages to your new shared folder.
Very easy to set-up but post back if you have problems