If the phone is factory unlocked, and if you happen to have a T-Mobile MicroSIM, you can use this APN trick to edit the settings if you don't want to jailbreak:
http://wiki.howardforums.com/index.php/Straight_Talk_iPhone#Data_.26_MMS
http://wiki.howardforums.com/index.php/Straight_Talk_iPhone#Data_.26_MMS