I think someone posted this fix for you, specific to the SMS deleted items - I'll track it down [it was after I responded]. It's a registry edit to change the max number of texts that store in your deleted items box until they're purged. ...unless one of the other recommendations worked for SMS too.
EDIT: this was from "ACoolGuy", so thank him.
"I assume you mean SMS messages. There is a registry setting for max deleted items. I am going to dinner so I dont know exactly where its at but im thinking HKCU\Software\Microsoft\Inbox\SMStext or \Inbox\Settings\SMStext. There is a DWORD titled MaxDeletedMessages or something. Change to 0 and softreset...dunno if it works"
I think Sprint Picture Mail is cooked in by default, but I don't think it functions fully "out of the box". Someone can correct me if I'm off. ...for MMS, you'll need to run the Picture Mail removal cab, soft reset, then install the version of Arcsoft you prefer followed by a final soft reset. Then MMS can be sent from the Photo Album and received MMS can be viewed in the WM app. I would recommend also disabling the HTC texting Application to make the process easier.
All of these cabs are in the thread's attachments. ...and even though the build numbers are different, the instructions to get this all set up are generic and can be found in one of the Threads linked in my sig. Cabs and a step-by-step are posted for getting Arcsoft set up proper, disabling HTP Texting, and some recommendations about adding some quicklinks ot the home screen to make things easy to access.
Hope it helps some.
...FYI - the MMS "dance" has always been needed on the NRG ROMs, as far as I can remember, so older versions would require the same. My personal fav build has been the Nov 27th 21877...slick out of the box, unless you hate HTC texting [which, I admit, can be sluggish].