Go to Tools | Options, select the Preferences tab, click E-mail Options, then
click Advanced E-mail Options. Check the box that says "In folders other
than the Inbox, save replies with original message". Click OK 3 times to
close all the dialog boxes.
You can also see if you can use a rule on these messages to save them in
both places or a folder other than the one holding the original message.

Signature
Jocelyn Fiorello
MVP - Outlook
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> I used to use Lotus Notes and there was the option when sending an email to
> file the sent email into a folder (in addition to it being placed in the sent
[quoted text clipped - 4 lines]
>
> Thanks.