I am being technically challenged or especially obtuse. I see that incoming PM end up in my inbox, and I can track sent PM's, but my Sent folder is always empty, i.e. I can't seem to look up the content of the PM's I sent. Do I have a toggle or parameter set incorretly somewhere?
Once you get your PM typed scroll to the bottom of the page. In the middle there are a series of commands/requests with boxes to select on the right side. One of the commands is "Save a copy in my sent items folder"? Check the box and it will save to your sent items folder.
There's also a default option in the control panel to "Save a copy of sent messages in my Sent Items folder by default." This should make it always save a copy.