Is it possible and if it is please reply because i really need to find out what to do to get it on my phone with only windows XP

Ok here is a really strange thing I encountered today! A friend of mine wanted to send me a picture of a call he was thinking of buying...(08 Vette.) so he sent me a mms.....which I never received and he sent it twice. So I was checking all my connections on my Qtek 9000 (AT&T Service) and everything...