After trying everything in this thread (and it not working), I checked my SMS/MMS inbox and there was an MMS that had not downloaded the attached image. Clicking on the "download" button elicited the error message. I deleted that MMS and stopped getting the error message since then.
Well, I've had this same problem (download error message) and have tried several of the fixes noted here, to no avail. I'm sure this is going to sound stupid, but I can't figure out how to check my "SMS/MMS inbox"... my texts are all in bubble-view. I don't have an option to view drafts, outbox, inbox, etc. So, can't figure out how to find any MMS that may not have downloaded correctly so I can delete it.
I'm not a noob, but obviously, don't quite get this... any help?