This has come up before and I can't seem to find where people said you could recheck it. I could be wrong but I think the default is for it to send a copy too our sent folder but it gets messed up simetimes during software updates. You may be able to log out and delete all cookies for the forum and then log back in.
One thing you can try to see if you can find the messages is to look at "Message Tracker" on bottom of the top section on the left under My Controls. It tells you which messages have been read and not read but they may not be there if the "Track This Message" box wasn't checked. It would stand to reason that if the one to add a copy of the message t your Sent folder no longer defaults toa check tneh this one probably doesn't either.