Yahoo not saving copies of sent mail on server??

I use Mail.app to retrieve my Yahoo email. It all arrives fine and sends fine....the problem is that no copies of SENT MAIL are being kept on the server....sometimes this is very useful (like whne you away and checking mail online).

How do I set up Mail to keep copies of messages sent via Yahoo Mail....on the server?

Used to do this no problem on Windows and it seems so simple, surely there is a way to do the same in mail?