A colleague in my organisation has created a calendar in a different version of Outlook and shared it with me, but I am unable to access it. What am I missing?

I have tried:

1. Select Calendar
2. Click Open shared calendar
3. Search for the person's name. They appear in the list.
4. Select and click open. I get a popup saying "Outlook was redirected to the server secure.autodiscover.... to get new settings for your account (email address of person I selected). ..."
5. Tick "Always use my response for this server" and click "Allow". The same popup appears. 
6. Again I tick "Always use my response for this server" and click "Allow". I get a popup saying "Outlook cannot open the folder. You do not have permission to open this folder. Contact (sharer's name) for permission."

Also, this colleague has triggered a share invitation email.

This contains an XML file that I cannot open with Outlook.

You're using Outlook Calendar Sharing, right?  That's not an Exchange thing, it's an Outook thing, therefore I recommend that you post this in the Outlook Forum:  http://social.technet.microsoft.com/Forums/en-US/outlook/t

Ed, redirect loop. I posted there and someone told me to post here!!!!!!!!!!!!!!

Alternatively, could you help?

http://answers.microsoft.com/en-us/mac/forum/macofficeo365-macoutlook/how-to-open-shared-calendar-in-outlook-for-mac-15/159e9ed7-b2e2-45c5-aef7-d235bb32835e

I don't know anything about it.  Since it's strictly an Outlook thing and not an Exchange thing, that is the best place to ask.