so if you received a new picture from someone say, 3 days ago, and then today they sent you another picture, the picture from 3 days ago becomes the picture from today as well?
are you rooted?
rommed?
have you tried clearing the data out of your messaging app, and testing it again? basically, find your messaging app, clear data, and reboot phone.
then have a friend send you a picture, then wait 20 mins or so, and have them send a completely different one, see if that helps and let me know.