Other than saving a copy of your outbound e-mails in the Sent Items
folder, the behavior you describe is not a function of Outlook. So
there is no user-configurable setting to prevent this behavior.
Your problem is with an add-on you installed in Outlook, the superfluous
e-mail scanner in your anti-virus software, or behavior effected by your
e-mail server.
Run Outlook in its safe mode ("outlook.exe /safe") which will not load
and add-ons that you installed in Outlook, and retest.
Disable the e-mail scanner in your anti-virus software, and retest.
