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.
Andrew Surratt, Resident Troll