Custom ROMs I've used in the past had an option to allow this and I hope Samung will add it to their OS as well.
For example, I have a cheap plan with Public Mobile that offers little data that I use only when necessary but comes unlimited picture messaging. To keep usage to a minimum, I keep it disabled most of the time but because MMS can only be sent/received with it on I have to go through the hassle of toggling it from time to time.
