I recall if you long-press on the image in the viewer it offers an "open" option to open it in the normal photo viewer. From there you can save it out somewhere else. By default, it stores the files in /home/user/.fmms/ in a folder based on the received message ID.

Just a thought, maybe a future version of fMMS may want to save the attachments in MyDocs/Images/fMMS instead (and if needed sym-link to it in .fmms)? I think most people would expect MMS media to show up in the standard photo viewer as well. I know I did.