hi pilotbike,
If you unlock/jailbreak your iPhone using ZiPhone 3.0 then...
for the picture in your screen and not in your lockscreen, you will need the App called Summerboard which is found at your Installer App, you can change the settings in Summerboard, simply switch the "Theme Wallpaper" to OFF, then whatever your wallpaper in your lockscreen is, becomes your wallpaper in your screen itself
for the MMS program, you will need the App called SwirlyMMS which is also found at your Installer App, you iwll need to restart your phone, afterwhich SwirlyMMS will automatically detect your settings and you can send and receive MMS
for the modem, iPhone is a Wi-Fi enabled device so its better than a modem.
hope it helps
