I had the same problem, I was able to save it after much effort, by a fast 3 finger tap, I still dont know why it worked, I rubbed it hit every button and even yelled at it.
it took several trys to make the 3 finger tap work again, but it works

 

I don't know anything about 'sync', in fact I hate that crap.
Syncing created multiple contacts and I had to redo everything,
but it was probably by user error and is besides the point.

As for saving pictures and sounds out of messages:
Long press next to the message in your conversation and
it will give you an option to save it to your SD card.
By default it will save them to a folder named 'downloads'
on your card.
You can view and use them from the 'Gallery'.
You can see the sounds from 'Music'.
If your wanting to use a sound as a ringtone, notification, or alarm.,
your going to have to create folders on your SD card named 'ringtones',
'notifications', and 'alarms'.
Then move the sound into one of those so the phone will list it.
(That's just the easiest way that I've found to do it. Some Apps may give you an
option to locate and use the sound wherever it is.)

Hope that helps.