Does your company use Microsoft Exchange? If so, do they limit your server storage, forcing you to store your mail on your local disk in PST files?
If you are in this situation, your outgoing mail probably ends up on the Exchange server, in the Sent Items folder of your Exchange store, and not in your local data store with the rest of your mail.
If you have SpeedFiler, you don't have to settle for this situation. Unlike bare-bones Outlook, SpeedFiler allows you to specify an alternative default folder for your sent mail. Instead of having your outgoing mail end up on the server, you can now specify that the default location for sent mail should be your local Sent Items folder.
The above screenshot shows the setting that you need to use in order to re-route outgoing mail to your local data store. This will only affect outgoing items for which you do not specify a more specific location when you click the Send button.