Just have them enter you e-mail address instead of you phone number, when the MMS you.
You will get the pic in your e-mail without going to any website at all.
No the do not need internet or e-mail on their phone to do this. They send it like any other MMS ( but to your e-mail address, not phone number). You will receive like any other e-mail. If you save the address that it cam from, the you can e-mail a pic to their MMS.