I had a problem today where the Mailbox Rights in Exchange for newly created users were showing only an entry for SELF and nothing else. After a bit of head scratching I eventually found via Google that this is normal until the user has logged in for the first time (either via Outlook Web Access or via normal Outlook) or the user has received an email. You can read more about it here:
http://www.petri.co.il/self_permission_on_exchange_mailboxes.htm

In my case I simply logged on each user I needed to create via OWA to get the permissions set correctly, before adding the additional permissions that I needed.