I've really never had problems saving pictures i've received but i also never had the option to choose where i wanted the picture saved. It always saves it under the "saved" picture album.

BTW, lately i've had issues sending pictures. It remains pending for a while but then pending goes away which usually means the picture was sent but the person never received it. Anyone else having issues sending pics?

So I just got a different image to save. It did exactly like you described. The other doesn't save. Both are just pictures sent from an IPhone.