The 'Send Saving' option allows you to store the messages you send for reference at a later time. These messages are stored in the 'Sent Folder' in the Mailbox folders.
Click the 'Send Saving' option box to view the options. The two options you see are:
'Save Sent messages by default': Select this option and click the 'Update information' button. This option will allow you to store all the sent messages in the 'Sent message' folder.
'Don't save sent messages by default': Selecting this option doesn't allow you to save all the outgoing messages. Any message you send is only seen by the recipient of that message.