There is a video tutorial made by iPhoneMD5 to jailbreak your iPhone 3G (Not 3GS) with 4.0.1 firmware to fix any APN or MMS issues using RedSn0w 0.9.5b5-5

But before going into the action make sure to read the following:
- Restore your iPhone and update the firmware to 4.0.1, if you have a jailbroken iPhone on previous iOS (version 4.0). If it’s not jailbroken yet, just update to 4.0.1
- Download Redsn0w according to your OS:
For Mac
For Windows - Download iOS 4 firmware for iPhone 3G here.
Then follow steps explained in the video correctly:
Just remember, you’re doing anything commands in this video at your own risk, and you might well end up bricking your device or maybe blowing up the universe with this stuff. Thus, I am not responsible and the girl in the video is not responsible too for any damage to your iPhone. Download and run at your own risk.
