A maybe more practical way is to select Quick Views under the View tab and there check "All mails" (This is eighth line in the list). One then gets a line All emails in the Quick Views pane. After hitting this entry in the Quick Views pane one gets to see all emails recieved, sent and unsent. The next time one wants to see emails that were not sent out one just has to look under All email in the Quick Views pane.
It is amazing that they did not find this out yet at Microsoft.