ok, here's a BB setting that you may want to check as it affects receipt of MMS:
OPTIONS --> MMS -->
Multimedia Reception: set to "Always"
Automatic Retrieval: set to "Always"
Notifications . . . that can be set based on your own personal preference.
Message Filtering:
Rejecting Anonymous Messages may prevent delivery of messages from senders who are not in your address book. . . so you may opt to leave that box unchecked.
Reject Advertisements . . . I don't really know how this one works (or not).