@Majella__C
I had a quick glance at the manual but couldn't see anything jump out at me.
Have a look here to see if it helps at all http://nds1.webapps.microsoft.com/files/support/china/phones/guides/Nokia_2630_UG_en_hk.pdf
However, I did find this snippet for Nokia phones in general.
go to messaging then settings then go to a folder called other and there should be an option there to save sent messages this folder will appear on your message menu .
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