There were some instructions earlier in the thread on getting O2 working posted by somebody. May want to check them out.
I'm trying to get a database together of what settings work, which don't, and which require special setup with your phone company before you can use the MMS service if you need it. This is why you leave autoreporting on

and have your users report working or non-working numbers. Once a good database is built, this will all be included and displayed when someone sets up their number as necessary.