There is a way that you can do this.
Let's assume that you want to keep a copy of every sent message on your POP machine regardless of which computer you sent it from. When sending any note from your IMAP machine, bcc the message to yourself. On your POP machine, set up a rule in Mail that looks for a "cc" message sent to yourself AND a message "from" yourself. Yourself, in this case, is your own e-mail address. If both of the conditions are met, have Mail automatically file the message into your Sent mailbox.
Messages sent from your IMAP machine will probably get filed in the server's Sent folder as well. You might want to clear those out every once in a while to keep the server mailbox size in check. I use this procedure for almost the same purpose and it works.