AT-T GPRS
CONNECTS TO: The Internet
ACCESS POINT: proxy
User Name: blank
Password: blank
Primary DNS: 0.0.0.0
Secondary DNS: 0.0.0.0
IP Address: blank

AT-T WAP
Connects To: WAP Network
Access Point: PROXY
Username: blank
Password: blank
Primary DNS: 0.0.0.0
Secondary DNS: 0.0.0.0
IP Address: 010.250.250.250

In the Data Connections Main config screen I have the following:
Internet Connection:
AT-T GPRS

Work Connection:
None Available

WAP Connection:
Automatic

Secure WAP Connection:
None Available

Now Under PROGRAMS->ACCESSORIES->MMS Setup have
AT-T GPRS Selected in the top

IP: 010.250.250.100
Port: 9203
MMSC Address: http://mmsc.mobile.attwireless.net
Message Expiry: Max
Delivery Report: Unchecked
Read Report: Unchecked
Hide Sender: Unchecked
MMS Download: Auto