You can try this (taken from the HyperDragon ROM thread at XDA):
MMS & Connection Settings for Cingular/AT&T
Extract
cingnet_settings.zip and proceed the following steps:
Install
ArcsoftMMS 5_0_31_16
Install cingular_ppc_cert.cab
Install cing_mms_setting.cab
Install cing_connection_settings.cab
Install PT_Extra_RIL_Setting_13Mar08.cab
Reboot device using Soft Reset shortcut located in Programs\Util folder.
PS: You will need an account at XDA to download the first file since its an attachment to a post there.