The SentMail folder is one being supplied by your mail server. I suspect you are using an IMAP account. It doesn't appear you are using Outlook.com for your mail service. Thus, your post is off-topic for the Outlook.com forum. I have moved it to the Windows Live Mail forum on "Files, Folders, and Online Storage" where it is on-topic.
Right-click the account in the folder pane and choose Properties. On the IMAP tab you can control the mapping of folders so that WLM will use the correct folder for saving the sent messages.