I think it comes up as you send to say if it was properly sent or not so unless you keep an eye on the screen as you send it you wont know the outcome, if it went or not. A feature that i would like to see fixed at some stage.
I'm guessing you're talking about your phone, and you can usually tell if it sent by going to your outbox or going to your sent messages. If it is there and looks like the other messages, then it's sent!
My messages appear in my outbox then they don't send. So I guess, if it's not there, then it sent.
Ohh wait you said you don't have a sent box, so go to your outbox and it should be there.
Message - where? Be more specific please.
Sorry I meant here on Funadvice.