In version 10, bookmarks are dealed as a whole, in the sense that you whether enable them Allowing Server Objects in both the document and the Server or not, but you cannot prevent users from sharing their bookmarks.
If what you want is your users to be able to create their own bookmarks when accessing via client, then simply don't allow Server Objects. Or you have a Small Business Edition license that don't allow server objects at all. They should be able to create them but not sharing them (nor modifying them).
Hope that helps.