Hi
You may need to contact Customer Services via phone and or Live Chat to Re Provision your account for MMS.
Do your MMS settings look similar to the ones in this link ->
http://www.geeksquad.co.uk/articles/vodafone-apn-settingsType in MMS in the ask a question field in
http://support.vodafone.co.uk/ for further possible assistance or advice if not already done so.
Your Mobile Data will need to be turned on in your settings ie be able to access the Internet on your phone.
Take into account MMS is not part of your text allowances so are charged to send and are restricted to the size of the file you can send. Typically 300Kb.
I personally use email to send some of mine as its free and I can send larger files.
Or if the other person has what's app or viber downloaded one can use those too.
Current Phone >
Samsung Galaxy s²³ Ultra 512gb Phantom Black.