For those of you that are using the true unbranded/unlocked Galaxy S from the UK here in the states, here are the MMS/Internet settings.
Go to Settings/Wireless and network/Mobile Networks/Access Point Names
Hit the menu button, then "new APN". The settings are as follows:
Name: AT&T (or whatever name you like)
Proxy: leave blank (Will read: <not set>)
Port: leave blank (Will read: <not set>)
User name: WAP@CINGULARGPRS.COM
(Not sure if it's case sensitive, but I left it all capital letters)
Password: CINGULAR1 (Not sure if it's case sensitive, but I left it all capital letters)
Sever: leave blank (Will read: <not set>)
MMS proxy: wireless.cingular.com
MMS port: 80
Authentication type: none
APN type: internet+mms
I initially started researching this after I wasn't able to send or receive MMS. I could send regular text messages just fine though. I read posts all over the place and none of them were really defnitive in regards to the Galaxy S' settings. I tried some configurations that would allow me to send and receive MMS, but then the Internet wouldn't work. In other cases I would get the Internet but no MMS.
So after putting it all together, and trying a bunch of different configurations, the above is what I've confirmed as working. Just wanted to post it up so others don't have to spend the time I did.
Hope it helps.