I tried that and it never popped up. It doesn't really come as an MMS it just downloads and I save it to the phone. It has worked the same on my Blackberries and my WinMo phones so I thought it would work the same on this one as well maybe I am not holding it down long enough lol but I thought I gave it plenty of time.
Thanks for your help I am sure I will figure it out after I play with it a while lol It is deffinatly a different ballgame but I like it.