Why? You'd check A record of the defined MMSC, bring up ppp1, add a route to the resolved IPs (and keep default route as is; e.g. ppp0), and voila.

Frals, but for making a dirty hack, the SMS data is saved somewhere on the device I suppose? If you can grab the encoded SMS (containing URI) then you can decode the MMS, use wget (for HTTP; or something which supports WAP) to grab the data, and then decode the data using MMS decoder. If we have a dirty hack to get it working, maybe Nokia will do the rest or fix the proprietary aspect to allow us to get it working prettier integrated. Because for Nokia to include MMS they'd have to implement full standards & protocols like WML/WAP while we can hack something which works for this particular MMS use-case.