Way to Group MMS on iPhone4s and NOT have everyone see each other's replies?
When sending group message to iPhone users, you don't actually send an MMS or SMS, you send an iMessage (sent messages will be in blue bubbles instead of green ones). When sending iMessage to more than one person, you create a group chat, and everybody will be able to see all the conversation.

To actually send an MMS/SMS, you can disable iMessage in the Settings before sending the group message, then re-enable it later.