Real spam messages can't be stopped in this way. Sometimes you get messages from your phone provider, usually offering new services etc, which invite you to text STOP if you don't want them, and in this case it may work, though you would probably have to text several times before they finally do stop. But with a spam text that has just come out of the blue, texting STOP won't help at all - in fact it will just confirm that there is someone at your end, so you will probably get more.

If you're being annoyed by spam, you can try contacting the relevant consumer department - in the UK this is the Information Commissioner's Office. Whether they will really be able to help is another matter - there is so much spam that they struggle to keep up with it - but anyway they can give some advice.