MMS was one feature which was missing big time from the original iPhone and iPhone 3G. It was not until Apple released iPhone OS 3.x which brought this feature for the masses. The same now goes for the recently launched iPad 3G as well.
Here is a simple guide to enable MMS functionality natively in the Messages app for the first-gen iPhone (aka iPhone EDGE or 2G) running iPhone firmware 3.1.2. Yes, you can now send and receive MMS messages without having to install a third party app like SwirlyMMS.