If you joined INForum.in between 16 April and 1 May then when you send a PM the forum will not save your PM.
To save your PMs you need to manually change your settings as follows:
Click Forum Actions > General Settings on the top nav bar.
Click > General Settings on the left hand navigation button
Scroll about halfway down the page to "Sent Private Messages."
Make sure the button for "Save a copy of sent messages in my Sent Items folder by default" is checked.
Click "Save Changes" at the bottom of the page.
To save your PMs you need to manually change your settings as follows:
Click Forum Actions > General Settings on the top nav bar.
Click > General Settings on the left hand navigation button
Scroll about halfway down the page to "Sent Private Messages."
Make sure the button for "Save a copy of sent messages in my Sent Items folder by default" is checked.
Click "Save Changes" at the bottom of the page.