set default-fcc-list

SET DEFAULT-FCC-LIST [filename]  -  define an FCC address for all mail

If a filename is defined, it will be placed in an FCC field of all mail
  you send.  This is one way to keep copies of all your outgoing mail
  in a file.  It is equivalent to using the FCC command with the same
  filename every time you send mail.  The FCC field is removed during 
  mailing, so your readers will not see it.

Caution: If you do not specify a directory with the filename, the current
  directory is assumed each time you send a message.  You have to run
  MM in the same directory every time, to save all mail in one file.
  It is preferable to specify a path from your home directory (~); if you
  do so, all directories in the path must already exist.

A better way to save to a file is SET SAVED-MESSAGES-FILE.

To unset, type SET DEFAULT-FCC-LIST with nothing following.

For more help, type "help" and one of the following:
(at any prompt:)  save-init   set   show   set saved-messages-file
(at the Send> prompt:)  fcc