My wife has stolen - ok... borrowed my NextG Desire - and as she is with Optus, I started looking into how I could get Data and MMS running seamlessly on her (my) new Desire... and here is how...

INTERNET (DATA) SETUP:
Press the Menu Key, touch Settings
Touch Wireless Controls
Touch Mobile Networks
Touch Access Point names
Press the Menu button and New APN
Highlight Name then enter Optus Yes Internet
Highlight APN then enter yesinternet (or just internet - try either)
Highlight APN type then enter default
Press the Menu button and touch Save

MMS SETUP:
Press the Menu key, touch Settings
Touch Wireless Controls
Touch Mobile Networks
Touch Access Point names
Press the Menu button and touch New APN
Touch Name then enter Optus MMS and touch OK
Touch APN then enter mms and touch OK
Scroll down and touch MMSC then enter http://mmsc.optus.com.au:8002/ and touch OK
Touch MMS Proxy then enter 61.88.190.10 and touch OK
Highlight MMS Port then enter 8070 and touch OK
Highlight APN type then enter mms
Press the Menu button, touch Save

And as they say... "Happy Days"...