You can add a label to a message before you send it so that once you send, the message already appears in that label.  Watch this video to learn how.

Adding a Label to a Message Before Sending

Note: Recipients will not be able to see labels

1. Sign into Google Mail and click Compose to create a new email
2. Click the  in the bottom right corner of the New Message window
3. Click Label
4. Check off the label(s) that you want to tag this message with
5. Click Apply