After Jailbreaking and Unlocking it's possible that the MMS function will not work. I used these settings to get my iPhone 3g iOS 4.0.1 working in T-Mobile.
- Go to Settings > General > Network > Cellular Data Network
- Input the following:
MMS Proxy: 126.96.36.199:8080
- Exit, Reboot, and Done!
I used these settings yesterday and they work. Let me know how if it works or doesn't work for you. Good luck!