It seems that the sent box will only increment if you check the box that says:
I want to keep a copy of my message.
You can probably be assured that the message went out if you get a copy in the sent box.
The read receipt that Mike mentions is a good way to see if the person you sent it to actually reads the message when they get it.
Of course, even if they read it, they don't have to respond. Hey, what are friends for? /forums/images/graemlins/tongue.gif