I've just installed the first application to send and receive MMS. Thanks to frals! I have T-mobile and here's a step by step of what I did.

1. Install fAPN to add GPRS APN, since n900 will only allow you to add wifi.
2. Open fAPN
3. Hit add new APN
4. Enter desired name then hit add
5. Go to settings
6. Internet Connections
7. Connections
8. Highlight the new APN then hit edit then next
9. Access point name: wap.voicestream.com and leave the rest blank
10. Hit next
11. Hit advanced
12. Use proxy: true
      HTTP proxy: 216.155.165.50
      Port number: 8080
      Automatic configuration: true
      Web address: http://mms.msg.eng.t-mobile.com/mms/wapenc
13. Hit save then finish
14. Then I installed fMMS
15. Open fMMS
16.APN: choose the one that you just added
     MMSC: http://216.155.174.84/servlets/mms
     Resize image width: 300
     Your phone number: your own phone number
17. Hit save

There you go!

If you have other service, you can find some of the settings here.

Good luck!