well its extremely simple in defy....
just go to mobile network...
the place where you have to add APN... will be blank... so click the extreme left bottom button with four squares and add APN.
For Postpaid enter gprsmtnlmum
For Prepaid Enter gprsppsmum
and name as MTNL (or whatever you wish).
then click the back button to save it...
it should work.... if it does not ,, just restart it.
in CM7.1 and MIUI these settings are preinstalled in the ROMS.