It's normal for Outlook to remove a draft once it has been sent (converting it into a Sent Item).

I'd recommend creating a copy of the message before you send it. That will allow you to leave a copy of the draft in the Drafts folder (or any other folder) which will remain after the message you have open gets converted to a Sent Item. You can copy the message using the following steps:

1. With the message composition window open, click the File menu (or Outlook Start menu).
2. Select Move > Copy to Folder.
3. Select the destination folder (it can be the same folder as the original draft).

Hope this helps.

-SW