Do you have an active 3G mobile network connection when you try to download the attachment?
That is the only way I seems to work for me.
I have an LG Vortex. When I receive picture messages from people, rather than the picture showing up, I button that says 'Download' shows up in the message thread. When I press download, it says 'downloading' but nothing ever happens and after about 30 secs the 'Download' button reappears. This has been going on since I've had the phone and I'm not sure if I'm doing something wrong, I have something on a wrong setting, etc. Any help would be geatly appreciated!!
I'm here to help!
I'm thinking since you didn't mention other data services not working since you got the phone, it must only be MMS/picture messaging. There is no restriction settings for pictures on this device and because you say it's been a concern from the beginning, I recommend a master reset.
Here are the steps to the reset, please ensure you have your personal information backed up to Google/Gmail as the phone will be erased. You'll need your Gmail and password credentials to log back in once the phone reboots, that way your contacts, calendar and paid apps all return. Nothing on the SD card will be erased.
Please advise of any further issues with picture messaging.