Private messages

[#1]

For some reason I can only see 2 outgoing messages in outbox and they are from months ago, all the incoming private messages are visible.
Is there some setting I have missed seeing ?
With the 2 messages shown there is page 1 at the bottom of the screen but no mention of next or page 2.
Thanks

[#2]

because the save sent messages isn't ticked
Go to Profile
Personal Message Options

[#3]

Thanks,
Odd though because I do not recall changing anything yet a couple of old messages have been saved.

[#4]

When you send a PM, at the bottom is a tick box "Save a copy in my outbox" (the setting Jim has pointed you to changes the default for this box). You must have ticked the box when you sent those old messages.