One or more users cannot be added to the folder access list. Non-local users cannot be given rights on this server.

Exchange 2007
If you are trying to add a mail-enabled distribution or security group to a resource such as a shared calendar or task list and you may get the error "One or more users cannot be added to the folder access list.  Non-local users cannot be given rights on this server."

If you can't do it from within that shared resource mailbox you may be able to do it from a regular user mailbox that has full access to that shared resource mailbox.  Then in Outlook with that user mailbox go to Tools, Account Settings, Change, More Settings, Advanced tab, and add that resource mailbox.  Click Ok, Next and Close out.  Now you have access to that mailbox on the left column of Outlook.

Open the Folder view so you can see all the folder and then right click on Tasks or Calendar or the folder you want to add permissions to.  Go to Properties and the Permissions tab.  Now you should be able to add your mail-enabled distribution or security group to this resource.