Cant save pictures on iphone sent from other phones.

Hi,
I received a text message PHOTO from a Samsung Focus (windows) phone and loved the photo. I wanted to keep the photo on my iphone and tried to save the picture, but it saved it as a black picture that says jpg. I then tried to save it to my Mac Computer and it still saved it as a jpg. Called the Apple Company and they could not help me. I have some friends that have iphones so I sent them the picture I received in the text message and they were able to save the picture to their iphone and we have the same model and everything. Does anyone know why I cant save a picture to my iphone? And, why does it save it as a black jpg.
Mac Pro iPhone OS 3.1