This comes up now and then so here is the explanation for anyone having trouble (you're not really )
After you hit the send button on a PM in the forum it will go into your 'outbox', not your 'sent' folder.
The message is not marked as 'sent' until the recipient has logged into their messages to see it.
Once they have, then it's moved to the 'sent' folder.
If a message seems stuck in your 'outbox' it just means the recipient hasn't checked it yet, but everything is working correctly.