Weird MMS problem

Hi all

As the title says really, Im on Orange UK and i have a strange problem with my iphone 4 running IOS 5 (but the problem has always been there), i can send MMS to anyone and i can receive MMS from most people however anyone who is on O2 (in the UK) cant ever send me a picture, it never arrives on my phone, any idea why this would be, i cant follow these instructions and i dont have mobile data network as an option

Anyone got any ideas whats wrong?