One of the limitations of the iPhone is that you can’t send a multimedia message over MMS. Fortunately, there is a simple workaround. Most, if not all, cellular providers have an email-to-MMS/SMS gateway that you can use. For example, T-Mobile uses tmomail.net. So, all you need to do to send an MMS to your T-Mobile-using peeps is send an email with a photo attachment to firstname.lastname@example.org.
modmyiphone has a comprehensive list of US and many non-US gateway addresses. Link
(If you still can’t the email address to use, ask your friend to send an MMS to your email address. The MMS should arrive as an email, and you can use the From: address to email an MMS to your friend.)