It's probably me however I can't find them although I know they've been sent as I get replies
Let's try and walk through to see where the problem is...
Click on the MY MESSAGES in the main navigation bar at the top of the forum in the middle block
You should see a menu pop up with: MY MESSAGES, READ YOUR MESSAGES, and SEND A MESSAGE
Click on READ YOUR MESSAGES
You should now see your INBOX
At the top left of the window your should see a MESSAGES option
Click or hover on this and you should see a menu pop up with: NEW MESSAGE, INBOX, SENT ITEMS
Clicking SENT ITEMS will take you to your SENT ITEMS
If you do not see a SENT ITEMS option it is possible that you have not been saving your sent items
To enable this select PREFERENCES and then CHANGE SETTINGS - on this page you can tick "Save a copy of each personal message in my sent items by default", which should sort you out
Another way of skinning this cat is to click on the small grey circle with an arrow pointing to the left in it (on my screen it is just under the magnifying glass of the search box)
This will open up the Message, Action & Preferences options down the left hand side (you can hide them again by clicking the small grey circle with the arrow)
There are lots of different features in the forum that allow you to customise it to suit you so have a play!!!