I have the same issue. Can't send picture messages %95 of the time while connected to the microcell. Talked to o4 difference tech support guys and they all concluded that it's a known issue with the iPhone 4 and there should be an update coming down soon to fix it. 2 guys I talked to for 1.5 hours. I even bought another one per their suggestion and it did the same thing. They also had me remove it from my account online. after a couple of days, I was able to add it back. Couldn't add it back initially because the link on their site wasn't working right.
On top of that, people tell me they can't hear me after being on the phone for a little while. They also told me it's a know issue. My voicemails don't come in until i disconnect from the microcell. They ended up giving me a large credit, but I wish ATT would get their stuff together soon or else I'm taking my 5 lines elsewhere.