To get cellular data working:
SO MY EMAIL AND ALL THAT SHOULD WORK NOW CORRECT
If you want MMS to work, you will need to first jailbreak your iPhone. Jailbreak is currently available for all iPhones on iOS 5.0.1 and below. Please search on the Internet for how to jailbreak your iPhone and the iOS version, there are many guides available. An excellent site with walkthroughs containing pictures, text and video is located here: http://www.iclarified.com/jailbreak. Also can try here http://www.redmondpie.com/category/iPhone.
This is what your settings should look like. Fill in the fields on your iPhone as follows: