How? It's not working for me, they just get some random message on their side.

My networks O2 and its to DTAC.

is WAP enabled on the DTAC's phone ? and can the phone take MMS ?

Has internet and can take MMS yes.

Can not! When friends from Thailand send me MMS, I get two messages. One empty and the other contains a url and password. I have to go online to retrieve the pic.

You can to and from some countries. International MMS

So you'll have to check with your network provider in the UK, to see if they have an agreement with a network in Thailand. Otherwise, they'll have to go online to retrieve the content.