Get "download" box in text when receive Photos

Help! Anytime anyone sends me a photo via text, it appears on my phone (so I know it's been sent) but the text shows up as a download box (tells me size of the d/l and when it will "expire"). It tells me to "download" but when I hit that button, nothing happens. Even if I turn the phone off and restart it and try again, still doesn't work. Photos will usually download themselves but usually randomly the next or day after that. I also sometimes get this "download box" when people send a text to a group that I'm part of...
Anyone know what this is??? Anyone know how I can fix it???

THIS is what it looks like. :/

At least on Verizon, an MMS (which is what a TM with a picture is; also what a group message is) requires a mobile data connection. Your screenshot doesn't show a 1x/3G/4G data connection - just enable that, and then the Download button will work. Once the download is done you can turn the mobile data off again.
(Note that you can't use a WiFi connection to access MMS; you can leave WiFi on if you like, but you have to enable mobile data in order for MMS to work properly.)

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