Samsung SGH-D900 / Black Carbon

im not sure if this will help or not (seeing as my phone doesn't have this problem) but you might want to check you mms settings. im not sure if you phone is unlocked (but i think it might be) so if that doesn't work try going to a t-mobile (or whick ever provider you have) and asking for help to change your "multimedia message profile"

You have to choose save and send. If you just hit ok after the message it will only send. After typing, hit options, save and send.

There doesn't seem to be a way to make it automatically save without telling it to each message.