I have a Galaxy S2, running Android 4.0.3
I can open a photo attached to a text message. How can I save the photo (not the message)?
When in the message window, "long press" the image (hold your finger down on the image for a second or two) and a menu should pop up giving you the option to download or save the attachment.
When you go to your gallery you'll usually see attachments you've downloaded in a folder called "Downloads" or "Messaging."