Nokia 7205 Intrigue

I was able to transfer my contacts from my old phone by Bluetooth without a problem, but I having problems getting pictures from another phone being sent by Bluetooth. When I send the picture from by BlackBerry the Nokia says that it is retreiving the file and it says that it was successfully retrieved - but the picture is not in my pictures or anywhere else that I have looked in the phone. Does anyone have any ideas either why it isn't working, or if the picture is in some strange place. At the moment I don't have a memory card in the phone if that helps.

thanks,
Brian