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 working
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.
check "settings-->general-->cellular" and make sure "Cellular Data" is on MMS requires cell Data even with WiFi enabled as MMS goes directly through your Phone carrier