To get your data working make sure your settings are as follows:
Open the Settings App on your iPhone
Click on Mobile Data
Click on Mobile Data Network
Make sure the top line called APN says gamma (if it says three.co.uk change it to gamma) (gamma is case sensitive - all lowercase please!)
The MMS section should say:
APN: three.co.uk
Username: *blank*
Password: *blank*
MMS Proxy: mms.three.co.uk:8799
MMS Max Message Size: 307200
MMS UA Prof URL: *blank*
If you've set it up right it will look like this:
