Assuming your using Energy Rom (leo) Nov. 3 21864 and your settings are unaltered:
1. Download the "MMS fix(M2.5)(sprint)(valkyrie) cab. soft-reset
2. Go into your HTC messaging settings/Menu/MMS server/SampleMMSC2/ scroll down to Connect via select "My ISP", Scroll down to WAP and select "None".
This will enable you to receive and download MMS without giving a "Unable to download MMS".
Oh yeah make sure in the HTC messaging settings, Select your desired photo resolution and Camera captured resolution.
"DO NOT" install the Sprint Arcsoft 5.00.XX cab. or the Carrier cab. this will brake the receiving MMS through the HTC messaging app.
This has been tested on My sprint TP2 not sure if it works on other Roms or Carriers
MMS fix Sprint here
http://thewingster.com/Documents/MMS...(Valkyrie).cab