No. It is not required that an order be registered in court in order to have it enforced.¹ Mississippi state law gives full protection to an out-of-state protective order as long as you can show the officer a copy of the order and can truthfully tell the officer that you believe the order is still in effect.²

The order does not have to be entered into the state or federal registry in order to be enforced by a Mississippi police officer, but the officer does need to believe that it is a valid (real) order.³

¹ MS Code §93-22-9(1),(4)
² MS Code §§ 93-21-16(1); 93-22-7(1)
³ MS Code § 93-22-7(4)