First you need to have message saved that you sent. You can click the save message box before sending the message or you can go to profile>modify profile>personal messaging and check the box to save all messages. As a moderator I save all message should an issue occurs where I need to product the original but most people never check the option.
Once you have accumulate message, my message>messages>sent item will allow you to view the messages after you have sent them.
