How Do I Store Sent Messages on My Computer?

I have a new computer running Windows 7 64 bit and WindowsLive Mail 12. I would like to have any email I send or delete to have a copy reside locally in my storage folders Sent Items and Deleted Items. I thought that I had configured the program to do this. For Sent Items, I went to the Windows Live Mail dropdown menu-options-mail-send tab, and have clicked the box "Save a copy of sent messages in the" Sent Items" folder" . Despite this, the "Sent Items" folder remains empty. I have gone to View-New View-Clicked Show All Messages. No sent items get saved locally.

The same is true for deleted items. I have gone from Windows Live Dropdown- Options - Mail - Advanced - Maintenance and UNCLICKED the "Empty messages from the Deleted Items folder on exit." Yet I can delete emails until the cows come home, and nothing remains locally.

Any ideas?

Thanks

Ken