MMS not working

[grummencat]

I just received the iphone 4 today. I have been trying and trying to send a multimedia message but, I keep getting the red exclamation point. I have turned the cellular data on, 3g is enabled. I don't know what to do.

 

[azhava]

Did you go into Settings > Messages and turn MMS Messaging to ON?

 

[grummencat]

Yes, MMS messaging is on.