Contact your UK network provider. They will have further advice but may not be able to stop selective messages. The networks customer care numbers are:

Vodafone Pay monthly: 08700 700 191
Vodafone Pay as you talk: 08700 77 66 55

O2 Pay Monthly Care 0870 600 3009
O2 Pay as you Go Care 0870 567 8678

Orange Pay monthly 150 from your phone or 07973 100 150
Orange Pay as you go 450 from your phone or 07973 100 450

T-Mobile Call 0845 412 5000

Three from your 3 mobile 333 or 08707 330 333