Can't receive pictures or ringtones from texts?

[so-'n-so]

i just got an at&t go phone yesterday. it's a nokia 2320. i have $15 on my account with them, and bought the $20 unlimited (multimedia) messages feature for the month. and yet when someone text's me somethin with media, it shows up in the text as a link--which it shouldn't. still, when i go to click on the link, my phone blocks me, saying, "packet data connection not available". anyone know the problem or has experienced this too? i'm new to at&t, just made an account with them yesterday.