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That's kinda interesting, OP gets a flash SMS (I didn't know there was such a thing) and it kinda seems like a pop up. Not to mention, if some jerk decides to abuse this, you can't block them because there is no number assigned to it and there is no history of the text.

Seems like a really cool, private way to text if you had to prevent someone from snooping on your conversation.

If you are on Verizon wireless I believe there are sms controls that you can use to block unwanted text messages from email and the web. So for me, I have those controls enabled. Someone would have to text my phone number directly from a mobile device. I'm sure this can be gotten around, but it cuts on spam.
 
It's curious that the OP says he got the message via wifi, yet the screenshot shows a 3G connection. I think the OP needs to provide more info.
 
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