Hi, provide a little bit more information
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Sounds like your wireless will work, but not your internet connection! If your wireless doesnt work an error message similar like "No data connection". Do you use native Windows or E2C for wireless?
To avoid any configuration missettings you should check the wireless connection using an unsecured network. If connection is possible start to secure the network step by step (WEP, WPA and in case of E2C use WPA2). If all of that will fail the wireless part is may damaged...
No experience with MMS here
Regards
Upps, read again your post, yes wireless its working when in the bluebar the icons shows "connected"... Seems that the internet access is secured, so you may need an extra authrorization to access the www? Is it your own private network or a companies network?
What happens if you connect via UMTS/GPRS (just for checking internet access), are you able to open some pages than?