there has now been a redsn0w beta update which fixes the mms/tethering problem and the call forwarding window it also eliminates the anoying "update carrier settings" everytime you open itunes.
take a look at
for the beta download and install over redsn0w but remember to uncheck the "install cydia" box
the new version is
ps i am running a 8gb 3g jailbroken with redsn0w 0.9.5b-5 using oficial ios4.0 firmware with multitasking and wallpapers active and fully working.