Finally after 3 months of many hours spent phoning Orange & surfing to try & resolve the problem of being unable to send or receive MMS messages, it is now SORTED!
For anybody whose having the same problem here's how -
It was all in the settings. I hadn't changed them & had checked them several times with Orange - with no success.
Go to into Menu
Go to Wireless & Network
Go to Mobile Networks
Select Access Point Names
There should be 2 options here.
My original APNs were Orange GPRS HTTP & Orange MMS
If yours are the same, select each one & select to delete APN.
When you have nothing listed in your APNs menu, select left menu button & press Reset to Default.
You should now see 2 new options - Orange Internet & Orange MMS
Mine worked fine after this. I hope this helps anybody thats having the same problem.
I have only tried this on Orange & it may or may not work on other networks.