bugaboo

I have a Sony Ericsson W760a, from AT&T. I get spam text messages from random German email addresses, and I found recently that my new phone has an option that I can uncheck to not accept anonymous messages.

If I use this, does it mean that my phone is still receiving the message but not showing it to me? Or does it get stopped somewhere earlier? More importantly, will I get charged for messages I don't accept?

Thank you!

I know there's a few ways of doing it, like coating it with some compounds, but I'm thinking more along the lines of Nano-Tex. Still, an explanation for either would be helpful. What compounds are used, etc.