what carrier do you have and which iphone model? i tried everything... went to AT&T and apple got a new sim card and all still no luck at all! i just updated to beta 4 and still not workingOn beta 3 it didn't work for me either but resetting the network settings helped. Haven't checked to see if MMS was working on Beta 4 yet.
A friend of mine had same issue on iOS 5 on her brand new iphone 4S turned on iMessage which will be happy using Wifi if available but MMS would not go through. we found the issue.tried that it doesnt work... been like this every since beta 3