Currently, there isn't an option to 'save' the image. However, you can take a screenshot of the image in your text message.
First, go to the message thread and open the photo by tapping on it and then tap the screen again to make it full screen. Now you're ready to take a screenshot of that image.
On the right side of your Wisephone, you have two buttons, a longer one and a shorter one. (Long button = Volume Up/Down || Short button = Power)
To take a screenshot, press the bottom part of the long button and the short button at exactly the same time.
Once your screenshot has been taken, a message appears momentarily towards the bottom of your screen, confirming the screenshot has been saved.
You will find your screenshot in your Camera roll or Photos Tool, along with all your other photos.