A few more details may help.
Can you receive them?
What happens when you try to send them?
(error message or sends as normal but not received by recipient)
Which network?
Branded or unbranded handset?
Firmware?
There was a fault on the Desire on TMobile a while back where if you sent an MMS message without text included it wouldn't be delivered. However that appears to be fixed now and that was the Desire not DHD.
