You need to get the i-mate to automatically connect to the MMS APN to retrieve the incoming MMS.
I got my i-mate working as follows. It's older than yours but the same concepts should apply:
1) Create a connection under Setting->Connections->Advanced-Select Networks.
Under 'Programs that connect to the internet', create a new setting called MMS. Under that create a new connection called mms.gprs with the APN set to mms.vodacom.net
Don't set the MMS connection as the default otherwise your browsing won't work. Leave the default on internet.gprs.
2) Go to the MMS app and then to Options->Servers
Create a new server called MMS with gateway 196.6.128.6 and home page
http://mmsc.vodacom4me.co.za.
3) Go to Options->Preferences
Under Connect via: Select MMS
Under Connect to Server: Select MMS
This should get you up and running. The two MMS's already received probably are lost as the MMSC will think it did deliver it to you, so send and receive new MMS's to test.
If you still battle, PM me a contact number and I'll give you a shout.