Of course I don't want to bar short code messages coming from my bank etc. The statement on the Virgin Mobile website states:
"You can also bar all incoming premium short code text messages."
Notice the inclusion of the word "premium" - it is those short code messages I want to bar and VM imply there's a service that can be switched on to do this. Apparently this 'service' consists of setting your spending cap to zero which I can do myself. Also setting a zero spending cap is no answer if you use mms or other services that are not included in your package.