I have gotten MMS to work on every ROM I have tried.
First off make sure your phone is fresh after a hard reset. Then go to the Touch Pro Upgrades forum and you will see the MightyROM thread there. In like post 2 or 3 is a cab for MMS. Install that. Once installed you will be able to go to the server settings for MMS (If you need to know how, ask) and in there will be a "Connect Via:" line and you will want it to say "The Internet". That should work for you.