MMS Vodafone:

Menu-Settings-7.Connectivity-Data account-Add PS account

Edit :
 
 1.Account name  - mms
 2.APN           - mms
 3.User name     - mms
 4.Password      - mms
 5.Auth.type     - Normal
 6.SIM selection - SIM1(SIM2)
 
7.Advanced settings:
 
 1.Homepage       - http://mms
 2.Connection type- WAP
 3.Use proxy      - yes
 4.Proxy address  - 010.011.010.111
 5.Proxy port     - normal
 6.Proxy user name- mms
 7.Proxy password - mms

Then MMS created account add into the MMS as a data account.