See the thing is it is on ATT side, even us beta testers on 3.1 can't send MMS the carrier files aren't working for me on 3.1 even though while on 3.0 I was sending MMS the whole beta testing time.
Try sticking your sim in like a PDA like Blackjack, HTC or even a device that can send mms. Try to send one using that device then place the sim back in the iphone. 9 time out of 10 it will start to work for alittle or even stick. Thats why the company does not want to do it. They have not updated a few systems that affects that option yet.