The settings that Rob outlines above, worked for me, you need to double check your entry, then reboot the iphone, they should then work

APN: wap.vodafone.co.uk
Username: wap
Password: wap
MMSC: http://mms.vodafone.co.uk/servlets/mms/
MMS Proxy: 212.183.137.012 (note the leading zero in the last octet)
MMS Max Message Size: (blank)
MMS UA Prof URL: (blank)

Who are you to tell anyone anything, nobodys busy doing anyone any favours, these guys will have there own agenda!!
What they are good at is creating a lot of hype around a simple software update from Apple.
Try buying phones that do the basics straight out of the box, copy & paste Mind god, microsoft had that covered with CE!!