Ok I think I've actually solved the problem with MMS APN being made default when added. However, since which APN is the one configured for MMS is different for some people fMMS won't do attempt to do it's magic on an existing install (in practice, whenever /apps/fmms/apn key is set).

So if you are having problems with the MMS APN being default for "Connect Automatically" the following steps before installing fMMS 0.9.12 *SHOULD* do the trick:
NOTE: These commands clears all configuration settings for fMMS, so make sure you save the settings somewhere (http://wiki.maemo.org/MMS is a good place for connection settings ;-)) before running any command.

Open terminal:
gconftool-2 --recursive-unset /apps/fmms
gconftool-2 --recursive-unset /system/osso/connectivity/IAP/z_fMMS-APN

Make sure to copy and paste these as a space in the wrong place is VERY LIKELY to bork system stuff.

NOTE: As of 0.9.12 the settings for fMMS might no longer be saved in /system/osso/connectivity/IAP/z_fMMS-APN so deleting this might remove your GPRS Internet connection settings. However, a device reboot seems to restore the APN.

EDIT: Minor cockup in the packaging, 0.9.12-2 fixes this, on its way to -devel atm