Save a photo from a text message / MMS 12
Even though a photo that you receive via text message (MMS) gets embedded within the conversation, you are able to easily save that picture to your device. To copy that photo to your device, click on the thumbnail of the pic within the text message and a pop-up will appear. Click "View" to view the full size picture, and then click "Copy to Photos". That photo will now appear in the "Messaging" folder in the Photos app or when in USB mode.