Hi Andy I'm on 3 and mms worked fine out of the box for me. Just checked my settings against the wiki link you posted. My mms centre port in the settings is 10021 which matches the number from the mmsc column. Therefore I'd put yours as 8002 if it isn't already.

Also my multimedia message centre address is through same as the wiki but without the above number ie. mms.um.three.co.uk/mmsc

Therefore I reckon your setting on o2 should have a similar format.