Configuring Outlook 2003 to Save Messages in a Different Location
Go to the Tools menu and click on Rules and Alerts...

In the "Rules and Alerts" window, choose New Rule. Then in the "Rules Wizard" window, select Start from a blank rule and select Check messages after sending

Click Next
In the "Step 1" pane, check through the specified account
In the "Step 2" pane, click on specified and select your IMAP account

In the "Account" window, click OK
In the "Rules Wizard" window, select Next
In the "Step 1" pane, check move a copy to the specified folder
In the "Step 2" pane, click on specified and select the folder in which you would like sent email saved

Click OK
In the "Step 2" pane, verify the rule

Click Finish