Wow - questions coming faster than I can answer them. This one is in the rules - in the "Nationalities Sharing the Same Turn" in the Turn Sequence section:
The Soviet Union may not occupy the same land territory and may not attack the same territory or sea zone in conjunction with the rest of the Allies. . .
Naval units of different nationalities may occupy the same sea zone and defend together.
So - Soviet naval units may occupy and defend the same sea zone as their Western Allies - but may not attack together.