In the market there is an app called Save MMS. Download that to save MMS files. It tells you where it stores the MMS in the instructions.
Also, I use Handcent and love it, but I haven't been able to save any pictures, not even with those instructions given by another member. Does anyone else have a way to save pictures with Handcent?
Bagz Droid Razr, Most Nearly Bone Stock...Rooted...ROM`d too many times to list...and still kicking iPhones in the @$$ on a daily basis....