Not Saving Pictures from Texts iPhone 4

I have an Iphone 4 running 4.3.1.
When I take a picture with the phone it saves it fine in the camera roll. However, when I click on a picture I get from a text it doesnt save it. I can keep trying to save it and I can see that the drive is filling up. When I plug the phone into my computer the disc usage goes up. The ones taken from the camera come up but nothing else. I have restored the iphone and then reverted a backup. Same thing happens.
Where are these pictures going?
Where are they?
How can I get it back to saving them?
Thanks
iPhone 4 iOS 4