SET SAVED-MESSAGES-FILE filename  -  define a file for copies of all mail
Usually:                /dev/null

The SAVED-MESSAGES-FILE variable defines a file to receive copies of all 
  your outgoing messages. 

If the file named does not exist, it will be created.  The directory is
  assumed to be the MAIL-DIRECTORY (usually your home directory).  You
  can specify another directory, but that directory must already exist
  and you must give a full path or a path from ~, your home directory.

To have no saved-messages-file, use the special filename /dev/null,
  which is the standard empty file.

SET DEFAULT-FCC-FILE can do the same thing, but note the different 
  assumptions about directories.

For more help, type "help" and one of the following:
(at any prompt:)  save-init   set   show   set default-fcc-list
                  set mail-directory
(at the Send> prompt:)  fcc
