I think they use something similar to a "WarDialer" i.e. they mass send to 07812 000000 000001 000002 etc...
Example - if you use a modem and hyperterminal to dial 07973 100 600 you get to the Orange Direct SMS server. Send SMS messages to any orange mobile or pager and it doesn't send your phone number

surely other phone companies use similar access... not to mention web based SMS services etc