I shared one of my OneNote Notebooks on SkyDrive and gave two people permission to access it. The email addresses I used to grant the permissions are registered on SkyDrive. When they log on to SkyDrive using that same email address, the notebook I shared with them does not appear under the link "Documents Shared With You" or anywhere else on their SkyDrive. The folder and the notebook do appear when I log on to my SkyDrive and the folder the notebook is in does have their email addresses in the permissions area.
If they use the link that was emailed to them by the sharing setup utility, instead of logging on to SkyDrive directly, they can access the shared notebook. It is just inconvenient to have to access multiple files each with its own link rather than being able to access the various shared notebooks by logging directly on to SkyDrive.