I think people have already reported this, but doesn't hurt to add another bug report. Someone sent me an MMS earlier and I waited for over an hour and never received, then switched back to my non-safe side and got the message immediately. Originally I had it set so it would retrieve them automatically, so I tried turning that off and it still wouldn't receive it on the ROM.
This may or may not be it.......... I cannot get MMS with wireless only connection. I have to toggle wireless OFF, 3/4G ON, then it arrives. I get NOTICE either way, but I cannot get the actual pic. I toggle wireless off, rec the message, then put it back on.
I use Llama to turn off 3/4G when wireless connects, to save battery and data, btw.