Help When you save a MMS picture where does it go?

[Rockaway Beach]

My wife's SD card on her ancient ENV2 just crapped out, and we lost all of the pictures she had taken of our baby. I have most of them in my message folder, but I can't figure out where they go when i save them. Anyone know where the folder for the savedd MMS pics is?

 

[El Presidente]

Is there a downloads folder? Most of the stuff I save goes there.

I have a different phone obviously, but MMS are saved to the downloads folder on my GF's handset too so it may be a cross phone thing.