Hotmail provides a feature using which the user can turn off of auto save sent messages. By default this feature is turned on that is hotmail automatically saves all the sent messages to sent items folder. This auto save sent messages feature can be turned off using the Hotmail More Options
Click on the Options link and select More options from the menu list.
Navigate to Customize your mail options and click on the Save sent messages link. This would display the following Save sent messages screen
To turn off or disable automatically save sent messages, mark the radio option with label as Don’t save sent messages and click the Save to the confirm the changes.