This is how I managed to get my Starhub iPhone 4 to send/receive MMS.
The author assumes no responsibility whatsoever for any losses resulting from relying on the information below. Always remember to backup before making any changes.
Unlike the iPhone 3G/3GS, the iPhone 4 has no manual MMS settings available.
After numerous customer service call-ins and reading many forum suggestions, none of the so-called “Help” rendered proved successful.
All of them either asked me to “reset network settings” or “erase all content and settings”. Both did not work.
However, it worked when I tried to “reset all settings” instead! (First option)
Subsequently, test send a new picture on a new message. Do not click the faulty exclamation to retry sending.
Hope this works for you as well.