Saving private messages in Sent folder

[Onyx]

Since my poor memory is full of holes, I really need to save any PMs I send in my Sent folder, or I end up answering twice. I've looked through the settings and I'm trying to find a way to set it to always save them without remembering to checkmark that box.

I know this is a nitpicky little thing but I always forget to save them and it bugs me! Am I overlooking a setting somwhere?