How can I save and protect sexy pictures sent by my girlfriend?

I'm traveling and my GF wants to send me some racy pictures. Of course I will accept that offer, but I need to save them on my phone in a safe way. My phone uses Activesync, so it's possible for my office to reset my pin code and so I need an extra layer of protection for more intimate pictures. She has an iPhone so I think she will send them over SMS, but I can ask her to do it a different way. What are my options?