Yeah, that happens.
Rest assured the message did send, it just doesn't get stored in the sent folder anymore. I think this may be a measure to save on your mail box space, as the sent folder eats away at your 50 message allowance.
If you want you can still save copies of your sent mail. If you go to your "User CP" and click on Edit Options under Options and Settings you can check an option that says "Save a copy of sent messages in my Sent Items folder by default."