I believe that davegr's advice is basically correct. You need to text STOP ALL to 84459.
However, 3 things to be added to that.
Firstly, you will be charged yet another £2-67 for sending that text to the shortcode ( probably. )
Secondly, there is an official body to which you can complain for such unsolicited abuses. Unfortunately, I can't remember it's name right now. Can anybody else help out with this please ?
Thirdly, it is worth complaining to O2, who are relaying such texts to you. You should be prepared for them stonewalling you by saying it has nothing to do with them, and that you must take it up with the owners of 84459. But it is worth contesting that.
I once had a similar experience on T-Mobile. I eventually got £30 of compensation from the network, who reluctantly admitted that they 'recycled' numbers. One a number was finished with, they reissued it to someone else. If the first owner had subscribed for a service, the subsequent owner got the texts. Sneaky !