There is a simple answer to this...

If you have received a "weird" MMS from an anonymous source, containing any sort of link etc which you are not sure about at all. The last thing you should do is bother clicking on it. They usually like to lure you in with an offer or giveaway of sorts which sounds too good to be true (because it is) just to get you to click the links. Delete the message and dont click the damn links...