I think I've had this problem before (in earlier Mail versions), but I can't remember what I did to fix it.
Basically, no emails I send from Mail 2.0 get saved either locally or on the IMAP server, even though I have the "save sent messages on server" box checked. This feature lets me see all emails I've sent from either my computer or when logged into the web interface from any computer. It worked fine before I upgraded to Tiger. Is there some trick to regain this functionality?