the boys over at Flyin' Miata and Corky Bell (the turbo guru himself) have said that the internals are just fine up to 8 psi. Also, Mazdaspeed has stated that the Protege internals are fine up to 250 crank horsepower. Unless you plan on running some truly wacky boost, I don't think you NEED NEED forged goodies.
Nice peace of mind. Expensive peace of mind, though.
As far as I know, the internals on the MSP are identical to the internals on the MP3, the Protege sedan, the Kia Sportage (has an iron head, however) and the Protege5.