Why can't I see my direct message history on Twitter?

I recently started using Twitter. I don’t care for it, but one of my friends doesn’t use Facebook so I signed up, just to message this one friend. I only follow, and send and receive messages from this one friend.

I can only see the direct messages at the exact time I’m sending or receiving them, it appears that I have no direct message history, even though I’ve sent and received at least 40 messages and haven’t deliberately deleted any of them. Is it possible that I have done, or failed to make my settings such that I can see my sent and received messages?

Once I’ve sent a message, or looked at one that I’ve received and that box is closed, I cannot look at those messages again. They’re either gone or hidden somehow.

Am I doing something wrong? With Facebook, all the messages that I send or receive stay in the messages folder until I delete them.

Can you guys give me any insight?