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Today, I bought a Sony Xperia L smartphone. Well, it might sounds wierd but when I go to Settings>XPERIA there is not any option to download my internet and mms settings. That's absolutly wierd, right? I mean the panel conteins "About PS certified, my Xperia, throw Settings and USB connectivity" where is my Internet and MMS settings option? How is this possible? Please help me! 
Depending on Firmware version you may have to select More under Xperia connectivity then scroll down and you will see the setting your after
OK try More again but this time select Mobile networks if nothing appears then select the dots and choose Reset to default you should in theory be asked to redownload your networks mobile and MMS settings unless these are pre-installed from your sim card which I have seen
Hi Manchel,
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It should be under the following.
Menu > Settings > More > Internet Settings
That is the only location it would be on an up to date handset, aside from dual SIM based handsets.
Is there any chance that you could supply, a screen shot of the Xperia Connectivity section as well as the more section?
In some cases, this option can be removed due to network carriers request, and in that case you would contact the network carrier for the instructions.
Upload the images to an online hosting site like Box and post the links to the images here
In the mean time if your phone is sim unlocked then consider a manual flash of a generic firmware