Xperia Z's Message Not Downloaded

[Edwin_Chan]

So I got this Xperia Z, and when my friends send me an image via texts, my phone shows " Message not downloaded", can somebody help me please?. It tells me to check settings for multimedia messages, but I can't find it in the settings. I am really desperate for help. Just please, someone help me.

[Uliwooly]

Either 

1) your data plan its off

or 

2) you have the incorrect APN settings 

or 

3) a faulty SIM card

Don't forget to give Kudos

[Uliwooly]

Try this

settings > Xperia > internet settings 

or 

Settings > more > mobile networks > access point names > check your current APN settings

Don't forget the Kudos