Just to clarify the "only one APN problem": nothing forbids the MMS application to open its own apn. It's a simple AT command to initialize the modem. However, I haven't tested if the N900 can open 2 PDP contexts at the same time.
If this is not the case, it means you cannot retrieve the MMS while already connected to the internet (as long as you need to use 2 separate apns).