well you can do it this way,
1. Go to Tools – Option
2. On Your Email, there shud be something called Email Option. Click on That
3. Click on Save Copies of message in Sent Folder
4. Click OK and your done
To be more specific, when you click on tools options there are various tabs that will come up. The one it will default to is the “preferences” tab. Click the “email options” button under the heading E-mail on that tab. You should then see the option to save a copy of the sent messages to the sent items folder. If it is already checked let us know. Also tell us what version of Outlook you are using so we know better how to guide you. Thanks!