SMS Spoofing (sending fake text messages) is popular in Europe but I haven't heard too much of it over here in the states.
http://www.spoofsms.co.uk/ (don't abuse this site!) is one website that allows people to screw with SMS. I think most of it occurs from a rogue SMSC (short message service center) which is basically the server that facilitates sending SMS text messages.
Talk to your cell phone provider to see if anything can be done -- I can't help much beyond that (sorry!) since I'm not familiar with the European system.
Good luck!