Unsure of settings, attempts to update through O2 website also invariably came up with an error saying the service was not available, which was particularly helpful. Had to manually update internet settings using those from a friends phone so maybe MMS settings just need tweaking, I don't know.
Phone is a Palm Treo 500. Error message reads:
'Not all messages could be sent or received. To try again, press menu, then press Send/Receive.'