If you didn't subscribe to a premium rate text service, it's likely that a 'friend' has done so for you (either by 'borrowing' your phone when you weren't looking or by signing up for a service online).
The unsolicited text probably came from an SMS service using a 'shortcode' (i.e. the sending number was just a 4 or 5 digit number). All shortcode service providers are obliged, by law, to support the universal stop commands. That means that all you need to do is to text 'STOP' back to the sending number to terminate the service. (If you find that you're receiving various premium rate services from the same shortcode, text 'STOP ALL'. It might be a good idea to use that command anyway, in case your 'friend' has signed you up for every service that the company offers).
If you continue to receive unsolicited premium rate texts after using the 'STOP' command, contact your service provider. They're then obliged to take action. Alternatively (or as well) complain directly to Ofcom, which regulates premium rate SMS services:
http://www.ofcom.org.uk/complain/mobile/subscr iptions/
Chris