This could be lots of things
What have you tried so far
Has it always been a problem (i.e. have you never been able to receive them)
Are you able to send them
What happens when you receive one
Have you checked your settings ?
There could be lots of reasons, I realise this is not the point and there are sometimes reasons when MMS is the only option, but could the person email you the picture, would reduce cost, but I do recognise this is not the point of your question
Have you tried pulling the battery out for 5 mins and retrying, worth doing that
What model is your HTC, Desire, Desire S ?
e.g if its a desire, then check these settings (might be same for other models)
1.Press the MENU key
2.Touch Settings
3.Touch Wireless & networks
4.Touch Mobile networks
5.Touch Access Point Names
6.Press the MENU key
7.Touch New APN
8.Touch Name
9.Enter Vodafone MMS, touch OK
10. Touch APN
11. Enter:
For Pay monthly customers: wap.vodafone.co.uk
For Pay as you go customers: pp.vodafone.co.uk
12. Touch OK
13. Touch Proxy
14. Enter 212.183.137.012, touch OK
15. Touch Port
16. Enter 8799, touch OK
17. Touch Username
18. Enter wap, touch OK
19. Touch Password
20. Enter wap, touch OK
21. Touch MMSC
22. Enter http://mms.vodafone.co.uk/servlets/mms, touch OK
23. Touch MMS proxy
24. Enter 212.183.137.012, touch OK
25. Touch MMS port
26. Enter 8799, touch OK
27. Press the MENU key
28. Touch Save
29. Touch the circle to the right of the Vodafone MMS profile you have just created.
Once you have checked the settings, I would retry it, then you are left with 2 real points to check off.
1. Get sim card replaced, if you are near a Vodafone store this can be done in a couple of minutes.
2. Other options is that some provisioning needs to be set up at network level, i.e. to give you MMS service, and to make sure incoming or outcoming MMS are not barred.
Again if you are near a Vodafone store they can test your sim card in another phone to rule one thing or the other out.
Can you access the internet ok i.e. BBC web site etc
