Sent messages are not put in the Sent folder

Split from this thread.

1. Click on the Menu bar located on the upper left part of the window.
2. Click on Options and choose Mail.
3. Under the Send tab, make sure that Save copy of sent messages in the 'Sent Items' folder is ticked.
4. Click on Apply and then OK.

I am having the same trouble in Windows 7 with WLM - the above has been done - can you help me?