Help Problem downloading photos sent by friends

[Headie Murphy 420]

I have an HTC EVO and I'm having trouble downloading photos sent by friends via SMS... I'm not too electronic savvy so I'm assuming when pictures are sent it's SMS, but they won't download. I get a notification in my pull down menu that says "download failed" or something along those lines. Anyone have the remedy?

 

[THEFORCE]

Make sure your device is not connected to wifi when you download it...use 3g

 

[Headie Murphy 420]

I tried that and it still won't download. It says "transient error" or something to that effect in my pull down menu.