When you click on the message in your Inbox that you replied to, in the reading pane you should see a line underneath the sender's name/email address that states "You replied to this message on [whatever date]". If you click on that line, it should pop up an option to "Find related messages". This will search your mail folders for any messages from the same conversation, including the ones you sent. It wont take you directly to the reply message, but it will narrow down the list so that you'll only see the messages sent and received for that same subject.

Hope this helps.

-SW