1. send an email w/attachment to your phone
If you don't know what your email is for the phone then send one from your phone to your regular email account.
2. Read email on phone
3. You should see the picture that you sent. Press the menu button and choose "Save Content". It should have the filename - select "Store" and give it a name - OK it afterwards.
4. Now go back to the HOME screen and select the Menu button and goto "Multimedia"
5. Select Pictures - then select Additional Storage
6. The filename should now appear in the list
7. Choose the one your are interested at and select the Menu Button. Now select "Apply As" and choose...