A while ago I posted some settings for MMS on O2 in the UK. They worked fine on the OS3 beta and I've seen plenty of searches to the blog for them. There look to have been some changes now - I'm running 3.1 beta 2. So, just in case, here are the new settings:
username/password as above
MMS Proxy: 126.96.36.199:8080
Hope that helps if you'd reset them or somehow lost track of them.