iPhone 4S/iOS 6: Every message received turns into Group MMS with me as a recipient
I had the same problem and I, too, was frustrated as there seems to be no available information on this topic. Not to mention its annoying as hell.

Anyway, this worked for me and it might work for you too.


Open Settings
Tap "Messages" settings
Scroll down to the MMS Email Address. 
Make sure to enter the MMS Email Address EXACTLY as it is specified with SoftBank. You can find that information if you login to MySoftbank. https://my.softbank.jp/msb/d/top


I actually had this problem when I bought a new iPhone 5. The girl at the shop who set up my phone unbeknownst to me added a space at the end of the MMS email address. Ah well.

Hope this works!