I've sent the MMS to myself and then forward using an email account. But sending to yourself i suppose costs money.
Third-party app allows you to save it to your device and then you can send via email and the attachment function.
I use Multiplay: NEW!! v1.1 of mediaPlayer and multiPlay relased with full screen video playpack!
I has more robust media player, voice recorder (with save function), file manager, and text notes.