I've gotten my Nexus One a couple of months ago, and until now i had no luck in having the MMS working. I managed to get the 3G Internet working .
3G Internet :
Goto Settings>Wireless & Networks>Mobile Network>Access Point Names:
Press Menu Button
" Choose " New APN
" in the NAME field write " zain
" in the APN field write " zain
Press Menu Button
"Choose "Save
Restart Your Device, and everything should be working just fine.
As for the MMS, if anyone got the Settings to work please share it with us. And please dont just copy the settings from other threads as I've read and tried all of them..