Saving "Sent" pm's?

I think I opted not to save sent PM's at some point (?) but want to change that setting. Can anyone help me find that option?

when you are about to send a pm on the bottom of that page under additional options make sure "Save a copy of this message in your sent items folder." is unchecked

Go to Control Panel User CP under Main Menu
Edit Options
Messaging Last item is save copy. Click.

Then it is automatic. When you write PM, to not use "quick reply" That will not save copy.