I used redsnow to jb my phone after ios4 was released and it disabled mms. I just updated to 4.0.1 and now my phone is back to non-jb. I am on the AT&T network.
So you're on stock 4.0.1 on att and still no mms.
You went into options to enable it right?
settings/messages/mms messaging on.
If not there go to settings/general/reset/reset network settings.
See if you got any carrier updates and let me know your carrier version on your about section.