Sent messeges i dont know if it saves the sent messeges??

go to settings and verify where the're being stored

have you checked your prefrences to see if your settings show you dont want to save them.

check your messege centre no
go to messege setting and find out messege centre no
and confirm it with your service provider
for messege centre no call your sim provider customer care

What usually happens is that memory is ALL the messages, including ones that you have sent or saved. What i do is set it so it doesn't save sent messages, or just delete them regularly.

To do this, you have to set it to save your messages under Preferences. First, go to the main Yahoo window, the one where you see all of your contacts and click on Messenger. Look through the list until you see Preferences. Click on Preferences and look under the category list for Archive. You have three options there, to save all messages that you send and receive, to save them but to delete them upon exiting the program, or to not save them. The first option is the one to choose if you are wanting to save ALL of the messages you have sent and received from your contacts. Remember to hit the "OK" button when you've finished making your changes.
If you are just wanting to see the most recent messages you've had with someone, open up a chat window, and without typing anything to them, click the F3 button that is at the top of your keyboard. It won't show your entire conversation history, but it will show a fair amount of your most recent conversation. If you're wanting to know what date and time the conversation took place, click the F2 key, also at the top of the keyboard. You can use that key at any time during a conversation to turn timestamps on or off.
There is no way to retrieve past conversations, unfortunately, but if you choose to save messages to archive, you'll be able to view conversations at any time you wish.
I hope this helps you.

Total delection of the messages can be done by selection on the left key for delte and do so. If you want the message to be saved, then save the message to the saved / drafts folder and use edit to delete off the sender. You can also use the forward key and then save the message after proper editing. Hope you try this out. Good day

in your phone go to messege option and in settings check the messege center in use i think it might have changned call your network provide customer to verify this setting is correct or not and also activate deliver reports this help you to know wether your send sms are reviced to the person or not and its free also thats all

keep use another mobile settings & fill manually in nokia 5200

Try to install the newets version of Messenger:
http://download.live.com/?sku=messenger

Make sure offline messenging is enabled:
Sign in > Menu > Tools > Options > Messages > make sure "show my offline messages automatically when I sign in" is checked.

go to message settings then choose "message centre" then enter the messege center number of the ntwork connection you are using... if you dont know then just call to ur customer care and ask then insert it then the messages will start going....