I didn't get the PIN either so I entered them manually -
Setting up the Device
On the device, tap the Menu icon (or Applications > Menu)
Select Settings > Wireless & networks (or Wireless Controls) > Mobile networks > Access Point Names.
Press the Menu key and tap New APN.
Select Name, enter Virgin MMS and tap OK.
Select APN, enter goto.virginmobile.uk and tap OK.
Enter the user name and password listed below. If no value is listed, leave the field blank.
User name:
Password:
Select MMSC, enter
http://mms.virginmobile.co.uk:8002 and tap OK.
Select MMS proxy, enter 193.30.166.2 and tap OK.
Select MMS port, enter 8080 and tap OK.
If available, select Authentication type then select PAP
Set the APN type to mms.
Press the Menu key and select Save
