Sara's comment left me puzzled. I somehow convinced myself that the mere mention of self-determination right next to utility would suffice. I see it does not. When I first read here comment I thought that the problem was merely that of making explicit what the internal psychological process might look like. I thought of talking about the frontal lobe, which is believed to be in charge of the inhibition and, thus, of self-determination. I believe there must be a way in which the neurons in this part of the brain fire in a way that ends up having certain substances running around the brain and the nervous systems. Sometimes you get endorphines, sometimes adrenaline, and sometimes don't.
But then I thought this was too sketchy, too easy, too obvious. So I started thinking for a way to connect self-determination with a feeling of well-being. Then I realized I was getting into trouble since my account was Kantian in spirit. Things would have been different if it were Aristotle who inspired my claims. Happiness is always in the viccinity, no matter what you do in the Liceo. Coincidentally, I happen to be reading Aristotle seriously these days. Victor Caston is guiding. We are getting into Aristotle's philosophy of mind, which happens to be a very pragmatic one. In his "Movement of Animals" Aristotle presents a pragmatic account of the mind that seems to me to be more complete than some contemporary ones (like that of Stalnaker). According to the Stagirite, movement is the cause of animals having perceptual capacities. Thus, animals move because they have objects of thought or desire. But merely having objects of thought is not enough; just like it is not enough to merely conceive possible states of the world (as Stalnaker seems to assume). It is also required, claims Aristotle, that the animal be able to represent good or bad. Thus, it is necessary to conceive a possible state of the world and to conceive it as good or bad. The former gets the animal to approach the object, to do what is needed the represented state happen. The latter gets the animal to avoid the object, to do what is needed to preclude the represented state from taking place.
So far so good, but how does this answer sara's question. Well, I don't know how well this fits the Kantian view I initially sketched (some, probably sara, will object). My answer, however, is simple: when an action is the result of a self-determining chain of reasoning it is, more often than not, accompanied by a representation of good, pleasure, or beauty. Thus, these actions, when realized, will almost systematically fulfill a desire, the satisfaction of which accounts for the feeling of utility, happiness and the like.