It is possible to limit a mms sent to a nokia phone from being forwarded to another phone. SonyEricsson supports a content type called application/vnd.sem.mms.protected which, limits a message from being used in the outgoing messages; however, is this functionality specific to the handset vendor?
RE: Limited Distribution of MMS
In Nokia phones protection is also handled with the MIME types, but a bit different way. There's bunch on MIME types that can't forwarded from the phone in any way. There will be a document available about these things pretty soon. For now see http://nkn.forum.nokia.com/devrel/threadshow.cfm?mb=7196980017575480&msg=6872341811994155&page=2.