Cheers buddy. I thought that there was something up as I would never sub to something like that. I have just had another text from the same asking me to send STOP to same number. Will follow your advice and just delete.
Thanks again, shame about the Android problem. You'd think that they would have sorted this by now!
For the issue with Kitkat, that doesn't apply to other Android versions (see question #11):
Android 4.4 Kit Kat users
SMS & Call Filter is not functional in the ESET GUI on devices running Android Kit Kat 4.4 due to new SMS/MMS handling on this operating system. Users running Android Kit Kat 4.4 will see messaging that alerts them to this issue."