Windows live mail does not save outgoing mail in Sent

When I send a mail there should be a copy saved in the folder 'Sent'. However this does not work. I have checked all settings over and over again but find nothing suspicious. And, yes, I have checked the box "Save copy of sent messages in the 'Sent Items' folder". I thought it might be something with the server, but when using web-mail I do get a copy in the sent messages folder, and it is eventually copied into the 'Sent' folder of Windows Live Mail as well, after synchronizing. It is only when I send from Windows Live Mail that I do not get a copy in the 'Sent' folder.