Many of the features we take for granted in a traditional or hosted Microsoft Exchange / Outlook environment which can be easily managed in the Exchange Management Console or Outlook itself, require the use of the Microsoft Online Services Module for Windows PowerShell to accomplish in Office365.  These features include, but are not limited to, Delegation and Mailbox Permissions as well as many AD (Active Directory) management features.

The Windows PowerShell for Windows Server 2008 SP1/SP2, Windows Server 2003 SP2, Windows 7 and Windows XP SP3 is available at the  Windows PowerShell Web site  http://www.microsoft.com/powershell

The Microsoft Online Services Module for Windows PowerShell for Office365 is available here:

http://onlinehelp.microsoft.com/Office365-enterprises/ff652560.aspx

Once both the Windows PowerShell and Microsoft Online Services Module Powershell for Office365 are installed, use the following commands to connect your local PowerShell session and create your Microsoft Online Office365 Administration session:

Copy and Paste each of the following commands, in sequence, in to the PowerShell command line window.

Tip:   Copy and paste long strings in to Notepad and turn Word Wrap OFF, then copy and past in to PowerShell.

• Click on Start > All Programs > Accessories > Windows PowerShell > Windows PowerShell
• Optional, if script security errors, then use this command once per session:

• Set-ExecutionPolicy RemoteSigned
• Login to Office365 Administrative Account through the PowerShell

• $LiveCred = Get-Credential
• When prompted enter the credentials of an administrator account:

This should be your fully qualified user name such as:

user@your-domain.onmicrosoft.com

• Create the Session:

• $Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://ps.outlook.com/powershell/ -Credential $LiveCred -Authentication Basic –AllowRedirection
• Import-PSSession $Session

To get a list of commands:    Get-Command -Module tmp*

Reference to Available PowerShell Cmdlets in Exchange Online

http://help.outlook.com/en-us/140/dd575549.aspx