Vodafone MMS & PXT on WM6+

WAP:

-         Press Start > Settings > Connections tab > Connections Icon.
-         Tap on Advanced then press on Select Networks.
-         On the lower drop down list press new, then type down VF Live & PXT as the name of the new connection then tap on Modem.
-         Press New then type down Vodafone WAP as the new modem name, and select Cellular Line (GPRS) as the modem type then press next.
-         Types down (live.vodafone.com) as the Access Point Name then press next.  Leave the User name, Password and the Domain field blank then            press Finish.

-         Tap on Proxy Settings and check both boxes on the screen, then press Advanced.
-         Tap on HTTP then put down 10.202.2.60 as the value for the server field, and 8080 as the value for the Port, then press ok
-         Tap on WAP and put down the same values for the Server and the port then press ok.
-         Press ok again and tap on Modem.
-         Now you can see the modem -Vodafone WAP- press and hold on it
-         Select Connect.
-         Now open the start menu and launch the internet browser and try to connect to http://live.vodafone.com, after that you can also try connecting to any other WAP sites.

PXT Settings:
-         Press Start the select Messaging tap on Menu then select MMS configuration.
-         Tap on Servers then press New.
-         Now enter the following values then Press ok then select VF
-         PXT and set it as the default then press ok.

Thanks to Robert Sturzaker for the information.