You can set your preferences for Messaging to save (or not save) a copy of each outgoing message in your "Sent" folder.
You can also change this feature in the New Message Window of each email you send.
From the Options and Styles... menu, select Preferences under My Options.
On the User Preferences page, locate Save copy of outgoing mail in Sent folder and select Yes.
To not save a copy of outgoing messages select No.
Note: If you have renamed the Sent folder, the Edit Preferences page will display the new name. For example, if you renamed the folder to "Mailed", the Edit preferences page would display "Save copy of outgoing mail in "Mailed" folder".
Note: By changing this feature in the New Message Window you are only changing it for that particular email message. The next message will return to the method you have set in your preferences.