Brian, thank you very much!
The information behind the link you provided did it! Disabling "autofiltering" for the folder who receives all copies-to-self is the solution, but not the best maybe. I will explain ...
Enabling "Autofiltering" of mail folders seems to be a somehow "dangerous" thing!
It was the first time I ever enabled this feature on some folders and I did so right after my old installation was copied to my new win7-machine. I was just playing around ...
After some hard thinking I now think I have found the reason why it came that Pmail redirected the copies of outgoing!!! mail from the copy-to-self folder to some other folder where "autofiltering" was enabled.
Sometimes I send myself emails when I am abroad with some information I would like to work on when I am home again.
At home I put this email in a folder where it belongs to (topic wise).
If that folder now is an "auto-filtering" folder it now does what it is therefore: gathers the email address to - from now - collect all emails in- and out-going to/from this email address in this folder, and because it is the same email-address you use for sending email to whom ever, the problem that now every email sent goes to that folder (instead of the set up folder copies-to-self) "miraculously" arises.
This is diabolic and no wonder that many others have fallen into this hidden "trap". And will fall ...
So the solution is:
For this purpose it is ok to right-klick ANY folder, choose "Autofiltering ..." / "Manage Autofilter Folders". There you find all folders with auto-filtering enabled and just delete
your email-address(es) whereever you find one.
There is no reason I can think of in the moment to keep anyone of your email-addresses listed under any autofiltering folder.
Again, many thanks to you Brian for your time, effort and finally helpful support!