http://www.boygeniusreport.com/2009/06/08/the-reason-why-att-wont-support-mms-with-the-iphone-until-late-summer/ It seems Apple is only just testing MMS right now on ATT.
There might be, I'm not sure. Many people have had problems with it. I haven't, but you should try uninstalling it and see if that helps.