Brand new Iphone 4s won't let me send picture messages?

I got the black Iphone 4s today and it only lets me send picture messages on IMessage. Its really annoying. I've checked the settings and MMS messaging, Cellular Data, and Data Roaming are all turned on so that's not the problem. Has this happened to anybody else and what can I do to fix the problem?

IPhones only have IMessage

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