Are you on Orange?
I had a similar problem a while ago and found out that at some point I had clicked on a on-screen advert/website that once opened will keep pushing messages to you. I tried sending the 'STOP' reply to them but they kept on coming back. In the end I told Orange (3 times in total) and they blocked the particular company, which they admitted was a 'known company' for doing that sort of messaging.
So I would suggest next time you get one, record as much detail as you can, http address, maessage content etc and pass it on to your provider, eventually it can be stopped.
P.s watch which pop-ups or adverts you open...!
