I don't see it either, there is no list of "sent messages" as some of you see. I only have the inbox, if I select messages I only get inbox and there is no sent message of any kind. And I do check and have them sent, but there is no place where I can get to see the sent list, only the inbox ones.
Edit: found it! To be explicit when in messages hover on the "Messages" orange item (leftmost item) in the list, a drop down appears, then you can choose "sent messages." Took me a while! Me not so smart....