It also could be the Blackberry itself, I got my Bold on 12/17/08 could not receive MMS's, did the usual troubleshooting with the call center, account was setup correctly. Moved SIM to a Motorola Razor, sent and received MMS's.
Went back to the store on the next day and worked with a wonderful sales person, who worked with at 2nd level tech, first working on the one I bought, then they switched the SIM card to a new Bold. MMS worked.
Went home and backed up my apps and data, and returned to the store and got a replacement. Tested it to make sure I was able to send/receive MMS before I left the store.
Now my only fear is that if I go to a newer OS version I will lose them.