Try putting you phone on flight mode for 10 seconds and then disable flight mode, that fixes most connection issues.
If you disable packet data you will not be able to receive or send MMS, make sure to enable it before trying to download the messages received.
Also, there is an auto retrieve option in the messaging settings. Just open the messaging application, hit the menu button (bottom left of phone, it looks like a little list coming out of the phone), select settings and in the MMS settings there is an option for auto retrieve. If you enable that option getting MMS is usually easier.