I don’t have the option of saving to a folder that I select at the time I am composing the message.

Original title: Outlook 2011 for Mac woes

I have been using Outlook 2007 on a PC.  I am not trying to use Outlook 2011 on a Mac.  I have all my mailboxes (current and some older ones I created when the mailbox got too big) in On My Computer and I have a single inbox.  So when I receive a message, I can move it to the folder I want in my current "mailbox".  But when I send a message, I don't have the option of saving to a folder that I select at the time I am composing the message.  Instead, it either saves to "Sent", where I have to move it later, or I can create a rule that will always save to a folder I name.  What I would like it to do is prompt for the folder name at the time I am composing the message.  Just like Outlook 2007.  Why would they remove this useful feature?