Yesterday, a handy tool was published on the Office 365 forums which allows you to easily create a shared mailbox using a simple GUI. The tool is entirely based on PowerShell:
The zip file, which you can download from here, contains two files:
You use the bat-file to launch the GUI. Upon execution, you will be asked to login into your Office 365 Tenant. The rest is self-explanatory.
If you need more information, have a look at the following pages: