After I send a pm, I check the sent items and it indicate 0. So I'm not sure if the message was sent to the other person.
Go to
http://soft.com.sg/forum/profile.php?do=editoptions
Make sure you enable the following setting.
When sending private messages the forum can make a copy of the message in your Sent Items folder.
Save a copy of sent messages in my Sent Items folder by default