Outlook 2010 doesn't save sent emails in pst

I downloaded the public version of office 2010. and I started testing Outlook 2010 by using it as the main email client for my business.

I am connecting to exchange server. and I am configuring my outlook to download emails to a local PST file. and it is working fine, any email received is saved to the inbox folder in the PST file as expected.. 

But when I send an email. the sent emails are not saved in the sent emails folder in the PST file, however it is saved on the sent emails folder on the server. 

this shouldn't be the normal behavior, in outlook 2007 and 2003 before, the sent emails are usually saved in the same default place, either PST or server (OST).

is this a bug or a new configuration that should changed.

Thanks for the help in advance.