I had to setup my phone today for MMS, and it took forever to find the proper settings online. Just go into settings, wireless, apn settings, and add a new APN for rogers MMS.
Hopefully someone else up here in Canuckistan can use this;
Name: Rogers MMS
MMS Proxy: 10.128.1.69
MMS Port: 80
MCC :302 (should already be filled in)
MNC: either 720 or 72 depending on your SIM card (should already be filled in)
APN Type: mms