Do you have one of the original iPhones? The MMS only works on the 3G and 3GS iPhones after the OS 3.0 update. There are instructions for enabling MMS on original iPhones all over the internet, but these worked for one of my friends. You’ll need a jailbroken iPhone, though.
After the update, you’ll have to restart your phone. Hold down the Home key and the top button until the phone powers down and back on again. You should be all set after that.
Once you get it working it is awesome!
It took me two times to get it to work and two re-starts.
Oh- and I do not know if this helped or not but for the second time I put the phone in “Airplane Mode” while updating to be sure a text or call did not corrupt the process.—