Maybe although isnt edge only available in certain areas? hehe
I know that without the APN settings I couldnt send/receive MMS messages but I always have mobile roaming turned on and allow 3g stuff as I have a data bundle.
Might be an idea to turn it on for a second and see if the texts come down. Failing that Give orange a call They where pretty helpful when I last called them even if the call centre was offshore(Rang a different number to the usual premiere service one.)