Settings for mobile internet can not be sent to your iPhone via SMS.
Note: These instructions apply only to an iPhone running iOS. If your device is running a different software version, the images may be different and other instructions may be required. To check the software version, choose Settings, General, About, Version. Click here for instructions on how to update your iPhone. The iOS4 update installation is irreversible and may result in sluggish menu navigation on your iPhone. BASE advises against installing this update.
Switch the iPhone off and then on again to activate the settings.