Once in the MFG Menu...
1. Click 7 for Engineer Settings.
2. Then click 6 for Other Settings.
3. Select Set ADC (auto data configuration);
4. Set Enable;
5. Shut down, change SIM card and restart;
6. Reinsert your SIM card and restart;
7. In Setting/Celular/ Data Conection ON
8. Send MMS!
Let me know if this help