Delegates with permission to view private items still can’t.

Hai guiz, I’m having an issue with delegates in Outlook 2003. I have a shared mailbox with delegates with owner permission to the mailbox, inbox and subfolders. They have no problems accessing email. The only problem is when I receive a message marked as private. None of the delegates can see it, even though I’ve checked ‘Delegate can see my private items’ for all of them. What am I missing? Any help would be appreciated.