Which mail account type are you using?
How are you currently backing up your pst-files?
Nothing gets deleted on its own unless you have told Outlook to do so. Could
it be that you have enabled AutoArchive?
Tools-> Options...-> tab Other-> button AutoArchive...
If so, then you can find your messages back in the archive file which is
referenced there. To see what is in there, you can connect to it via;
File-> Open-> Outlook Data File...
For backup and restore instructions see;
http://www.howto-outlook.com/howto/backupandrestore.htm
--
Robert Sparnaaij [MVP-Outlook]
Coauthor, Configuring Microsoft Outlook 2003
http://www.howto-outlook.com/
Outlook FAQ, HowTo, Downloads, Add-Ins and more
http://www.msoutlook.info/
Real World Questions, Real World Answers
-----
"RJW" <(E-Mail Removed)> wrote in message
news:E1E29737-2449-4E81-8D84-(E-Mail Removed)...
> I've only recently changed from Outlook Express to Outlook 2003.
>
> Annoyingly every so often I lose "Sent" messages from the "Sent" box.
> They
> are not being backed-up into pst files so can someone please explain what
> I
> need to do to stop this happening please?