Slashdot has a story on O2, Sprint and Boost Mobile allowing search engine spiders to crawl your messages. Any MMS messages that send the photo to the phone website are findable:
Google inurl:pictures.sprintpcs.com/share.do?invite= to see Sprint’s list.
So if it is private – don’t mms it!
Check to be sure your phone provider is blocking search engine spiders from making your mms searchable.