Mail not saving copy to Sent folder

Hi, I've set up an IMAP account in Mail, and Mail successfully sends and receives to and from the account. Mails are showing up in the inbox both on my machine and on the server. HOWEVER, Mail is not saving copies of the emails anywhere - not on my machine, nor on the server. I've checked 'Store sent messages on the server' and set them to delete 'Never'. But it's no go.

The email accounts are set up through cPanel under a private domain.

I should add that Mail works perfectly with my gmail account. Sends and receives okay, and leaves copies of both incoming and outgoing on my machine and on the server, according to preferences I set.

What could be the problem? How to resolve?

iMac (mid 2007)

Mac OSX 10.6.8

Mail