I too get the progress bar hanging in any and all of my messages (SMS and MMS, alike). It's not a big deal as I think it is standard as all my iPhone have done the same thing under all software versions (starting with my iPhone 2G on iPhone OS 1.0 to my 3GS on iPhone OS 3.1.2 now). Unless it is taking unusually slow (for instance, hanging longer than a full length 160 character message) I wouldn't worry about it.
DPA