BleepingComputer.com: Outlook 2003's Folders Filing (saving)

I use with acceptable good results this application and have been "believing" I was saving my folders. As a matter of fact, when I manually run "file" from the file menu, for every folder, it seems to start filing at the right bottom of screen. But..., but..., when I open the respective "filed folders" I do not find anything. Nor has ever appeared, the famous window asking me what to do. Also, the not filed folders remain equal. There is a pst file with a few thousands of Kb in the hard disk, but it doesn't seem to get modified. What should I do? In other words, if filing or saving has been indeed done, where are those messages? How can I reach them if so? Are saved messages suppose to disappear from the original folders? I think they should, but in this field everything is possible. I deeply thank any help in this matter.