Yes, of course there's a solution to it. Both Handcent and GoSMS support it. I haven't used stock so not sure. I use Go SMS and under settings -> Send Options there's a checkbox to enable "Group MMS Chat - Support MMS Group chat with iPhone and android."
I don't use go sms (i use hancent), but would expect that if you touch and hold the mms you want to forward, a menu will pop up with the option to forward.
The long-press in general is key in the android system to pop up extra menu options, btw.