My MMS settings on Vodafeckers uk are as follows mate, and they work perfectly for me;

Access Point Name: wap.vodafone.co.uk
MMSC: http://mms.vodafone.co.uk/servlets/mms
User name: wap
Password: user
HTTP Proxy 212.183.137.12
Port: 8799

All advanced settings (IP, Primary and Secondary DNS) are all set to 0.0.0.0

Resize is medium and connection setting is havoc.

Might be the connection setting or alternatively, check your APN's (Settings > Internet Connections > Connections) and ensure that you have a Vodafone MMS setting in there. If not you may need to download fAPN from the repo's and set one up manually - although fMMS should be doing this for you anyway.

If you do need to set up an APN let me know.