No, you can`t keep internet and text message settings, because when you flash all is erased. But you can go to sony ericsson official page and there are all settings for all phones type ( mms, internet and sms settings ).
I was afraid of that. One more thing I am a little confused about is also flashing a customization or finalization. Is either of these two really necessary? If so, what else would I need to flash the phone with for the firmware I am going to use?