Well you really are in the dark when it comes to computers aren't you? Virgin Media can be a PITA. I have been with them ten years but remain, as they do exactly as you wish if you yell at them enough. They have default spam filters which can block mails you want, sooooo, do this
• Go to
https://webmail.ntlworld.com/ and log in using your username and password
• Select 'options' then select the 'spam' option.
• Select the required option under spam filtering. i.e. configure it to let you have ALL your mail, this includes Spam, but you can always delete that when it arrives in your mailbox, unless you like to read it of course!.
If your 'sent mail' folder remains empty, then that's down to you, not VirginMedia. Get the spam thing sorted so that my emails get through, and I'll send an email explaining how to configure Outlook Express, so that you keep copies of mail that you send. 'M'