Strange, are you sure you have selected "Copy to self" "on" (and not "off" or "last setting") in Tools | Options | Messages and replies? If this is set to on and you have no other options set in Tools | Options | Copies to self "outbox' then the "Copy self" should be automatically checked when sending the mail and the mail go to the folder specified.
Strange, are you sure you have selected "Copy to self" "on" (and not "off" or "last setting") in Tools | Options | Messages and replies?  If this is set to on and you have no other options set in Tools | Options | Copies to self "outbox' then the "Copy self" should be automatically checked when sending the mail and the mail go to the folder specified.