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Get to the rules wizard. Select Apply Rule on Messages I send
(way bottom, under the blank rule section).
Create your trigger (specified keywords or contact). Select "Move a copy to specified folder"
Now on this same screen, the most IMPORTANT
thing you have to check to ensure there isn't a message also stored in the Sent Items and is located in the same field as "Move a copy to specified folder" is the option "Stop processing more rules"
There is a default rule you can't see that is what tells Outlook to store in the sent items.
So you probably did the rule correctly, you just didn't know to check that box as well. Now, if I understood correctly what you're trying to do, there will ONLY
be a copy of the sent message in the folder you want that follows the rule/trigger you created.
Let me know the results. Just remember, on the same screen where it says "move to specified folder" you also need to check the box for stop processing more rules.