Default stop mms pictures from auto-saving?

Got a bit of an annoying issue. Every time I capture a picture to send through mms, it saves to my gallery. With previous phones, if I was in messages, went to attach, camera, capture... it would not save that picture. I send a lot of pictures this way and do not really want nor need to save all of them, and it clutters up my gallery big time. Can't seem to find an option to stop this.