How to Disable SMS Receiving on the iPhone 4
With the iPhone 4, you can communicate with contacts via phone call, Facetime video chat, email and text message. Since the price you pay for incoming and outgoing SMS (Short Message Service) can vary depending on your cellular service plan, you may find it necessary to limit messages on the iPhone. You cannot send or receive text messages when you disable the feature.
Tap the "Settings" icon on your home screen.
Select "General." The General settings page loads to the screen.
Tap the "Messages" tab. The Messages page opens, displaying your settings and preferences.
Flip the on-screen "SMS Messaging" switch from the right "On" position, to the left "Off" position.
Press the "Home" button to return to the home screen.