Wirelessly posted (8700g: BlackBerry8700/4.1.0 Profile/MIDP-2.0 Configuration/CLDC-1.1 VendorID/100)
Ladybug, do you have MMS enabled in your Options, MMS? Check there and change the defaults for Multimedia reception if it is not checked, check it.
Reboot the phone if that alone doesn't work and confirm the setting is checked.
If still not working, check with your carrier to make sure you have MMS service.