The messages usually say you can win prizes if you phone or text back to a number.
And the cost of texting and calling back is massive, sometimes £1.50 per message.
But users don't realise that at the time and end up running up huge bills. It's called "reverse billing" and it's a big problem, say experts.
Game ad
One example was after the terrorist attacks of 11 September.
A British Army reserve soldier was sent a text saying: "Please report to your local army recruitment centre immediately for your 2nd tour of duty."
He replied, but it turned out to be from a company advertising a new computer game.
If you want to stop junk txts to your phone, ask your service provider for advice.