I'm assuming logging in isn't sufficient but rather that the recipient must actually open/view the message in question. but I gotta admit, it seems unlikely that someone would get so far as to send you another message without actually checking his inbox...
I'll keep a note of this, but I'm not sure how to troubleshoot it more. if it comes up again, maybe you can let me know? I can at least check logs and so forth then.
apparently (according to the phpbb people), private messages will stay in the out box until the recipient opens them. you can still edit and/or delete a message up until they open it. once it's been read, it should move to your sent messages box.
if you know that the recipient has opened it, and yet it's still in your out box, then there's a problem. otherwise, it's normal/expected behavior.