Your mms apn is wrong.
Follow this guide and correct your settings
http://www.geeksquad.co.uk/articles/chapter/595-04-how-to-set-apn-settings-for-the-02-mobile-network...If these are correct you will have to call CS to get MMS enabled on your account.
If they say it is already active ask them to remove it and re-provision it (it is important that it is removed first).
I have no affiliation whatsoever with O2 or any subsidiary companies. Comments posted are entirely of my own opinion. This is not Customer Service so we are unable to help with account specific issues.
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