These odd text messages remind me of the time a friend got a call - ostensibly from a high-ranking security guy at his cable/internet company - saying they had detected signs of the Sub7 remote control trojan coming from his computer, and it might be a threat to the rest of the network. The man recommended my friend go to a particular place to download a particular program that could remove it. The friend called the company to confirm the man's name, which they did, but they could find no record of the suspicious activity, nor did they think it was routine for him to call customers. With my help he downloaded the cleaner from another site, and surprise! No Sub7.
Coincidentally, around the same time I read a short article in a hacker's magazine that said the best way to find out if the Sub7 slave program is on your machine is to actually install the Sub7 controller and see if it spots the program on your own machine. I wonder what the caller would have made of that idea.