Help Samsung Galexy ACE Help REALLY Needed


Hey Guys,
Hope you can help!

I got this phone last week and I had trouble getting on the internet when out and about (wifi at home is fine)
I went to a phones 4 u store, and two o2 phone shops yesterday who said to re install the settings.
I did and the internet is slow but seems to be working out and about which is good.

Also when I receive a long text which has gone into a picture message, or a picture message it comes up with download.
I click download and nothing happens.
I then have to go onto the internet (not wifi) and download it again and eventually it opens.

My question is, why do I have to go onto the actual internet to download a picture, its costing me loads!