If you run into issues with your MMS messages, search reddit for the proxy server fix. You might have to point it directly at an IP address. I had the problem and this is what I had to do.
Be careful with this, it's a DNS nightmare, and if you're having to do this, something MUCH bigger is wrong.
It probably means the resolver service isn't working correctly, and unless you're running bleeding-edge builds, a simple reboot should connect properly to the right DNS server for your provider, and it will "just work".
Having to enter the MMS http: address is okay, might break someday, but having to enter the IP address is almost certain to break, far sooner, could be weeks/months, or maybe longer if it's a big provider, but it will break. At least if you have a HTTP, you'll get a re-direct message, or your provider with provision the new APN, without interruption...