iPhone 4 not save sent mail

My 3Gs always did.
Now when I send a message from the iPhone 4, it is not in my sent mail folder. 100% of the time, sent mail isnt there.
I use IMAP, and mail sent from my Macbooks does show up in the sent mail folder on the iPhone & all other computers. Same incoming & outgoing servers are specified on the iPhone & Macbooks.
Why does any mail sent from the iPhone not show up in the sent mail folder?
MacBook Pro 17", Macbook 13" Alum, iPhone Mac OS X (10.5.8) 2 GB 1067 MHz DDR3