I recommend vodaphone they have a better handle on this stuff in the uk but I found this
http://community.o2.co.uk/t5/Apple-iOS-Devices-iPhone-iPad/MMS-not-working-on-iP hone-4S/td-p/213518/page/2
By Polly 1492
"Today I spoke to Apple - was told problem appears to be with O2 and to ask them again to recheck my settings. (In the meantime my i tunes library is now messed up too!!) However, I've spoken to O2 tonight and they tell me that the problem is recognised as an interface problem between Apple and o2 that is being worked on. Apparently not all phones are affected but a large percentage 4s sets are. O2 are making a note of customers affected so my advice would be to make the call to ensure it's logged against the account - then hold your breath and watch for pigs flying!"
I know it's related to the 4s but the same issue could just be the network do you know anyone who you could possible try sending a mms who is on O2 and has a 5?