I did the corporate install, the one without all the extra o2 gubbins.
My ISP has the mobile.o2.co.uk settings in it
My Work Network has the wap.o2.co.uk settings
Yeah they're in the right place, just double check they're right! (do you get on the internet ok? If not then go through manually and check for mistakes.)
If you get GPRS but not MMS then you need to check your MMS settings:
Messaging > MMS Config
Tick retrieve immed. and Save Sent (if you want them saved)
Then go to servers tab. What do you have in there? Just a sample? If so then create a new one (or open one you already have)
Server name: Whatever you like (mine is O2UK)
Server Address: http://mmsc.mms.o2.co.uk:8002
Connect via: My Work Network
Sending size limitation: 100k
WAP Version: 1.2 (very IMPORTANT)
Give it a go, post back... hope it works!