Welcome to the forums!
Just a quick question for you - are you able to send MMS messages?!? It could be that you need the correct APN's for your network.
You might want to contact your carrier and ask them to give you the correct settings (they can usually be sent via SMS to your phone, however I know that it wasn't possible to send them like that to my Desire HD).
I have moved this thread to the G2X sub-forum, in the hope that someone in here may be able to offer a bit more advice for you!
Hope you find this place useful!!