If you have an an iPhone, you must set it up to use IMAP. (the default is IMAP anyway for phones)
However, emails you send out are not being stored ont he server, only on your phone.
Tol solve this please try this:
1. Tap Settings
2. Tap Mail, Contact, Calendars
3. Select the Mail account you want to change
4. Tap Account Info
5. Scroll down to Advanced
6. You will now see a screen that says "Advanced". In this screen is a section called "Mailbox Behaviours"
7. Tap on the Sent Mailbox button.
8. This will now display two sections. "On My Iphone" and "On the server".
9. In the section "on the server" should be a list of all your mailboxes.
10 scroll down to the Sent Items box on the mail server and select the Sent Items.
11. When you send an email from your iphone, a copy will now be passed to your mail server.