saving pics

It should save it to the Download directory on the SD card.
Just connect the phone to your computer, browse out the the sdcard, find the downloads directory and it should be in there.
That's the way it was on my Nexus One, I don't have my phone with me right now to check it on the X.
 
It should be noted that you tap and hold the pix icon in the text/email message - before you open it. Otherwise, once opened, your choices are limited and "save" isn't one of them.
 

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