Locking others out of inbox.

I know this is a simple question, but I can’t seem to find the answer. We use Outlook 2000, and a few Office XP also. We run Exchange 5.5

All I want to do is to lock others out of inboxes that are not their own. I right-click on my inbox and choose properties in my Outlook XP client. I go to the permissions tab and I have myself as the owner, and the default set to none.
However, when I go to the Administration tab under “This folder is available to”, my two choices are grayed out. Those would be “All users with access permission” and “Owners only”. Am I missing something? Do I not have something installed? I would appreciate any helpful suggestions. Thank you!