Try rebooting the device because it sounds like the data connection may be going dormant. Reboot or try cycling Air Plane mode...
If you have Juice Defender app on your system, this could be the cause or any other similar app
So now I have another problem, pictures sent to me thru text messaging won't come thru. Just get a message like the following:
Subject: New Multimedia Message
Message size: 30KB
Expires: Shows current date and time Downloading.
That's it. Nothing comes thru. Now what is this stupid phone doing. I hate hate hate this phone.
Also make sure that your 3G connection is active instead of the wifi connection. For me, I have found that picture message will only download the attachment on a 3G data connection.