You can find the specification from http://www.wapforum.org/what/technical.htm. Escpecially WAP-209 worth of going through.
And of course we have MMS Java Library in Forum Nokia for downloading. It includes working examples of originating, terminating and filtering applications, http://www.forum.nokia.com/smsforum/main/1,35452,1_2_7_2_2,00.html. I also suggest that you read "How to create MMS services" available also in the same site.