Here's what I did:
In gmail, go to Settings > Filters > Create a new filter.
In the To: field, enter your gmail address with a +m (or whatever) before the @ sign.
Click Next step, and choose the following options:
Forward to: your sms/mms address
Apply the label: mobile (this is optional)
Skip the inbox (also up to you)
Save the filter.
Your mms address consists of your folder @ one of the domain names listed below, depending on your provider: