Just to check - did you enter your phone number without any spaces in the form '447...' (not 07... or +447...)? The password has to be exactly as sent - if you are typing it then case matters and double check 0 O 1 I characters.
Confirmed with the alleged sender that no such message was sent. The pattern of messages was identical with those described by ruizzoak above, and the messages were inserted into a sequence of SMS messages with the alleged sender. if this is not a systems problem, then I assume that the messages were sent by Virgin, or by a Virgin employee. Trust has now gone out of the window.
I am sorry to hear that you are receiving some unwanted messages advising you have MMS waiting. One of the things I would advised to stop this from happening is remove the sim card fully from the device, after a few seconds place it back into the device and reboot it. Another thing that can stop these unwanted messages is disconnecting you from the network and re-joining. Depending on the operating system of your device, you would do the following:
Android - Tap on apps - Tap on settings - Tap on either more, more networks or mobile networks – Tap on network operators - Tap on search. When the list is populated select virgin from the list with either 3G or 4G depending on your plan.
iPhone - Tap on settings - Tap on carrier - turn the automatic slider to off. the phone will start to search and again select either 3G or 4G depending on your plan.
Windows phone – From the home screen swipe left – Tap settings – Tap mobile networks – Tap network selection and change this to manual. The handset will then start to search, select virgin 3G or 4G depending on your plan.
This should stop it from happening. I would also advise to check with the sender to make sure that there handset isn’t changing an SMS into an MMS because there going over the character count.