Juicy 6. Help?

[Matchstick]

I'm fairly certain I have all the settings correct. It notifies me that I have MMS messages. But whenever I click "Download" it says "In order to send/download MM messages, the current active connection may be closed (this may affect other applications in use) Do you want to continue?"

And that's verbatum what it says. Even MM not MMS. I have no idea what that means.