The proper settings for Bell are
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Just using pda.bell.ca will give you data. But if you want to use bell self serve (account usage, balance, etc), or other services (Example: Bell TV and/or Radio apk) then you need the proxy.
I don't have the MMS settings handy (I'm on bell, and don't have MMS included on my plan and I don't use it). But those settings are out there.