I don't believe you can do quite what you want to do in Gmail. In that I don't think you can set up a filter to automate this process, however, there is a workaround if you are prepared to do this manually. (You can only filter incoming email btw.)
As you probably know, Gmail does not use folders. It uses labels instead. So it is a case of adding and removing a label, rather than moving in and out of a folder.
When you compose a new email that you wish to track a response to, add a special label. eg.
@Tracker (2 mouse clicks) - Give it a nice bright red colour so that it stands out.
When the email is replied to, simply remove this label. (1 mouse click) Providing the subject is not changed in the reply, the sent email and reply are grouped as a conversation and retain any labels.
All emails with the
@Tracker label are emails that you have not had a response.
However, the obvious problem with this is if the subject of the email was changed in the reply, as the conversation (and label) will be lost. But this is the same with any kind of email tracking.