I have been trying to find the solution for this but I haven't found out anything yet. Please help me with this if you have any idea about this problem
A:
MMS is Microsoft's (now deprecated) data transfer protocol, intended for Windows Media Video (WMV) and Windows Media Audio (WMA) streams. Those do not play on iPhone's - so unfortunately the simple answer to your question is - "you can't".
If you do want to play video or audio on the iPhone - I suggest going with a streaming service provider. You can read about the technical requirements of: iPhone streaming <-- (same as iPad actually)