I thoughts as much, not all handsets can receive settings over the air. You will need to enter the settings manually.
Can you access the internet? You might need the WAP settings as well but below are the MMS settings, just put either the contract or pay and go settings depending on which you are.
Access point name: wap.o2.co.uk (contract customers) or payandgo.o2.co.uk (pay-as-you-go customers)
Username: o2wap (contract customers) or payandgo (pay-as-you-go customers)
Password: password
Authentication: Normal
Data bearer: GPRS
Gateway IP (proxy) address: 193.113.200.195
Session mode: Permanent
Port number: 8080 or 9201
URL address:
http://mmsc.mms.o2.co.uk:8002
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