2012-10-01 10:43 - edited 2012-10-01 10:47
Welcome to Nokia Support Discussions!
Have you set up your internet and MMS settings using Network setup app? You can find it via Marketplace in Nokia collection. Just install, run it and select your operator from the list. After that you should be able to send multimedia messages.
Also try your SIM card on another phone to see if the issue is with the phone or the connection. If the issue persists, we would advise you to contact your operator as they should be able to help you with any issues regarding network settings and services.
Let us know if this helps!