I had the same problem when I updated my OS to 4.0.1. My previous cellular data network setting, when my iPhone was still at 3.0, doesn't work anymore.
There are more solution than one to get your MMS working again. If you browse thru the forums regarding MMS, you will see that there are more than one solution to be able to receive MMS again.
I tried almost all of them but what works for me is going thru http://sinfuliphonerepo.com/. In Cydia, Manage, and add this website and just follow the instruction.