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Not only space characters - any special characters are handled well!
An example:
% touch MM_6000_1 MM_6000_2 "MM_6000_ 3" "MM_6000_*"
% printf "%s\n" MM_6000*
MM_6000_ 3
MM_6000_*
MM_6000_1...

Don's does not discard the last file, a correction is
list="" last=""
for file in MM_6000*
do
list="$list $last"
last=$file
done
[ ${#list} -gt 0 ] && rm $list
Another array variant (bash...

Match MM_6000_ followed by all but 004
with bash
shopt -s extglob
ls MM_6000_!(004)With zsh
setopt extendedglob
ls MM_6000_^004