Unable to Save Sent Emails in iPhone 4

Hello everyone,
I encountered an error with my iPhone 4 which I have not encountered with my iPhone 3GS before. Whenever I send emails from my iPhone 4, sent emails are not saved. I could not see them in the folder. But this doesn’t happen with my previous iPhone 3GS. I have tried using my MacBook Pro to send emails through IMAP and checked my sent folder on my iPhone; I saw the sent mails there. But why is it that when I send mails directly from my iPhone, it would not save the mails.
Please send me suggestions.
Thanks.
