Text issues with attachment.

I just purchased a behold T919 which is unblocked from T-moblie.  I have At&t and I am able to send texted messages without any issues.  I am unable to send a text with an attachment.  Say like a picture I just took from the phone. 

Is there a setting I have to use in the administration window. I configured my GPRS so now I connect using the edge (Blue E then a Red E).  If so what are the settings and where do I need to make the Changes?

I have to assume under connections from *#6984125*#. Am I correct?

Error message I get is "...No reply from Server..."

Does anyone have the same issue with there Behold and AT&T?