Samsung E700 can't send or recieve MMS?

Hi!
I am on my second E700 handset after losing my first one.
The first one sent picture messages fine but since recieving my replacement handset I cannot send or recieve pictures, only text messages which is v.annoying.
Are you meant to "set up" media messaging on it? My instructions don't say you need to and my first handset never needed anything doing to it.
When I lost my phone someone found it and ran a big bill up on premium text numbers and I am wondering whether they have changed my settings etc? I can't reset settings because they have changed my PIN numbers.
I am on 02 if that means anything?