An MMS file is sent using the servers configured in the MMS settings area. There is a server (usually a number) for these operations (send & receive) and although one is configured properly the other one could be wrong. I suggest you look into the MMS settings and check for proper server, username, password, proxy address, etc. In case you do not know what the server/IP address is used for sending then you can easily configure your phone by visiting the website of your network operator. They should have an Automatic Phone Configuration section where you can request Internet, MMS, SMS, WAP settings. Enter your number and follow the instructions provided by your carrier.