what happens if you go to "messages/emails" then hit the blackberry key (left of the track ball) then click compose mms. IF this is not present then you may not have a compatible data plan and/or you may be missing service books.
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I use a BlackBerry Enterprise Server with The Message Center hosted BES service – www.themessagecenter.com
The general consensus right now is that MMS capability will be offered here on the Sprint network fairly soon. However the exact date is not for certain. There are workarounds, but I am not familiar with any of them since I don't use MMS.