Verify software version on the device. Upgrade to software version 1.007XP or most recent version.If you have the latest software version either you can call Technical Support or visit Sprint Repair store to do a diagnostic test on the phone.
Because it's a picture with attached sound it whould be considered an Enhanced Text Message, Enhanced Text Messages are an extension to the text messaging system that permit extra content to be included on supported mobile phones. Ring tones, sound clip, pictures and simple text formatting can be sent along with the enhanced text message to those mobile phones. I don't belive your phone supports them, I'll look and see if I can find out.