Sending picture messages and data

 Ok, this might have already been answered and I really apologize if it was. I recently went from an HTC Inspire 4G to a Samsung Galaxy Mega 6.3 and I'm really really confused. With both my HTC phones (Vivid and Inspire 4G) I never had to turn mobile data on but I still got pictures and could send them with no problem. The 4G LTE icon was always showing on my display but the mobile data in the settings was turned off. Now with the Galaxy Mega I have to turn on my mobile data to receive or send pictures and I never have the 4G showing unless the data is on. I asked AT&T they told me that sending pictures without mobile data was impossible and yet I was still doing it. I love sending pictures when I'm out and about but I've only got 3G shared between two phones because we thought we wouldn't ever need that much since the pictures/videos sent without using it. Now however I feel like I need to pick and choose what I send and what I decide to download from others. I really loved having the freedom of sending pictures whenever I wanted without having to worry about it and why does the 4G not ever show up unless data is on?

Well, the 4G showing means that your phone had established a 4G (HSPA+) cellular data connection with AT&T.  When that shows, you can send & receive MMS (the micture, audio or movie) messages.  SInce it was showing before, that would explain why you could always send & receive the messages with no problems before.  The fact that the messages don't send (or receive) when your cellular data is turned off (and teh 4G doesn't show then) means that on your new phone, the cellular data does turn off completely when you turn it off in the settings.
It sounds to me like your old phone had either a bug where the 4G didn't really turn off when you turned it off in teh settings, or that it had a feature to enable it only for voice and MMS messages.  the fact that the 4G doesn't show when you have that setting turned off on your new phone just means that it is actually working properly, even though it is not really what you want it to do.  Since I'm not familiar with your phone models, and I don't know what version of Androis you are running, I can't really try to help you to determine if there is a combination of settings to get your new phone to act like your old one did.
After initially posting, I did a quick Google search and found a thread on Android Central where it indicates that some HTC phones (and some Android ROMs) allow for a settign to automatically switch your mobile data on to send & receive MMS messages.  I suspect that your previous phone had that and it was enabled and your new phone either doesn't have it, or it isn't enabled.  You could try checking to see if your phone has the setting, ut it is just disabled.

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