Whole MMS is based on existing protocol layers, such as CSD, WAP and GPRS. MMS is not so network related as SMS is. MMS messages is being generated and coded using WAP standards and it's being delivered with high level protocols. There is not any MMS related AT-commands.
Teemu / Forum Nokia
RE: How to send MMS message from external devices
If your handset provided GPRS AT commands then there is no reason why you couldn't code up an MMS message on your PDA/PC and send it to the MMSC just like your handset would. What would be even nicer would be for the handset to provide some MMS AT commands. So far I don't see any handsets providing either GPRS or MMS AT commands.