When user send email from a shared mailbox the message is placed in the Sent Items of the user's mailbox.
To place the sent message in the Sent Items of the Shared mailbox you have to do 2 simple things
1. Apply the Hotfix KH2459115 (http://support.microsoft.com/kb/2459115) or it can already be installed by Windows update
2. Adding registry setting DelegateSentItemsStyle with a DWORD value of 1 to HKCU\Software\Microsoft\Office\14.0\Outlook\Preferences