Outbound PMs not appearing under "Sent Items"

[bngl3rt]

When I send a PM, I'm never really sure where it went... I navigate the "folder" drop down to Sent Items and see nothing in there.

 

[Brylek]

Click on "private messages" > "edit options" from left column called "your control panel" > scroll down to "Private messaging" and make sure the last checkbox "Save a copy of sent messages in my Sent items folder by default" is selected.

I hope this helps.