Outlook and multiple mailboxes

[#1]

I'm using Outlook on a laptop. It was originally set up with a single email account accessing my Force9 mail using POP3.
I then added a second email account accessing a different external domain with emails forwarded to a separate mailbox of the form mailbox+second. Things worked well except replies to some emails received into the second account were marked as 'from' the first. These seem to be replies to addresses that had originally had emails from and to correspondents in the first account.
Now I have added a third account which accesses a third mailbox of the form mailbox+third. Again, this seems to work well except replies are no longer to be found in any 'sent' box. If I right click on an email to which I have replied and then click on 'Find related' I can see the reply I had sent and can move it into the appropriate 'sent' box. Again, this issue seems to be connected with correspondents I had had contact with through the original single email account.
Has Outlook quietly introduced some kind of linking? Is there a way to fix the problem without a complete rebuild?
TIA

[#2]

which version of Outlook

[#3]

Sorry, should have said 2010.

[#4]

I don't have 2010 but if you go to Options / Preferences [Email Options is Save Copies of messages in Sent Items folder ticked (this is from 2003)

[#5]

Thanks, it was ticked.
In the end I decided to rebuild Outlook from scratch, but it wouldn't let me!
I removed it from the Microsoft Office 2010 installation using the 'Change' option in 'Uninstall a program' in Control Panel and then installed it again after using CCleaner to tidy up files and the registry and then rebooting. Outlook reported that it couldn't find the previous installation's data file and refused to run without it so I had to reload the file and then work from it.
Not good!