There is no MMS on iPhone, no MMS iPhone viewer. If you have to send a picture you have to use email, if someone sends you a MMS you get a link to view it in Safari. So how can you solve this?
Well, there is an applications that works as a MMS iPhone viewer, but it is still in the early stages of development so it is a bit sketchy :). You have to hack (jailbreak) your iPhone and play around a bit, so if you are not comfortable with that, there is sadly no way to send or receive MMS directly on you iPhone. Also the MMS viewer only works with pictures, it does not work with sounds and movies.
If you want to try the MMS iPhone Viewer go to Swirly.