Are you using the password lock or just hitting the lock button on top of the phone when you lock your phone?
Try sending the pic to yourself and see if it goes through. The pic may have an unsupported format or the persons phone your sending it to may not support the file.
I tryed sending the pic to myself but if you go into the sms and mms icon beside the message it has a red square with the hour and minute looking hands next to the message what does that mean its still sending