Do you use an IMAP connection? If so, try the following steps:

1. In Outlook, click on the File menu.
2. Click on Account Settings > Account Settings.
3. Double-click on the IMAP account in the Emails box.
4. Click on More Settings.
5. Click on the Sent Items tab.
6. Select "Save sent items in the following folder on the server:" and select the Sent Items folder (create a folder if one doesn't exist).
7. Click OK.

This should take care of the issue.

-SW