ALOT of users have been complaining about problems Installing APN/MMS Settings after they have jailbroken their iPhone 3G with resn0w.
There has been a new version of redsn0w out now (0.9.5b5-5) which (I have been told but have not tested) fixes these issues. If you already have jailbroken your iPhone 3G with an older version of redsn0w you can rerun redsn0w again and don’t choose to install cydia again and it should fix the issue.
You can download redsn0w 0.9.5-5b5
Mac Version
Windows Version