The Personal Message (PM) system does not work like email in that messages are not sent or recieved but rather just created and updated.  A messages appearance in the INBOX, OUTBOX or SENTBOX is dependant on if you are the author or recipient, and if the message has been read yet.

If a message appears in your OUTBOX,
                               it is because the recipient hasn't read it yet.

1. When you create a message it is saved.  It will appear in your OUTBOX and remain in your OUTBOX until it is read by the recipient at which point the system changes the status of that message to read and it then appears to be in your SENT box.
   
   
2. The only messages anyone can delete are messages in the INBOX or ones in the outbox BEFORE they have been read.