Apple Mail won't remember "Use this mailbox for ..." state

I have all my devices up-to-date now, with my two Macs having the newest versions of Lion installed.

I am trying to set up all my devices (2 Macs, iPhone, iPad) in a way that all my sent mails, drafts and deleted messages are always stored on the server.

To do this, I have to define folders like the "Sent" folder in each email account (on the server) as the one to be used as the Sent folder on the Mac - quite easy. (From the Mailbox menu, I go to "Use this mailbox for ..." and then define what it should be used for).

This worked fine on the MacBook Pro, and the iPhone/iPad (in the same iOS settings).

Somehow though, whenever I define this on my Mac Pro Lion installation, it will revert to the old state (save them only on the local disk) whenever I restart the program. It will go back to saving the sent emails and drafts on the local disk, and all the folders reappear in the dropdown menu under the individual accounts on the right-hand side in Mail.

It takes quite a long time to quite Mail too (although I am using an SSD), and Safari has been acting up lately as well (it goes back to a application state from January 4 whenever I restart it, so I see tabs and windows I browsed on that day). This might have to do with the fact that I copied my Keychain from my other Mac to the new one, but I can't figure out why ...

Any help would be greatly appreciated, it's driving me nuts because I need my email to be in sync at all times!