Currently Being ModeratedJan 6, 2013 6:30 AM (in response to Dinhn)
I'm not sure if you have it enabled. I don't since I changed the carrier.
Settings > General > Network > Cellular Data Network
There you need to edit APN.
Username: leave empty
Password: leave empty
MMSC: depends on your carrier
MMS Proxy: depends on your carrier
MMS Max Message Size: 307200 (usually it's like that)
MMS UA Prof URL: leave empty
Check your carrier's website and it should be there.