Cell Broadcast (CB) messaging, also known as Short message service-Cell Broadcast (SMS-CB), is a mobile technology feature. It allows to deliver simultaneously messages to multiple GSM users (broadcast) within a specified area (cell).
The phone is a stock HTC One X.
The settings menu does not include a checkbox to enable/disable CB messages. They just keep popping up.
Update: Halfer already gave the link to the wikipedia article ...