I didn't call them back.

got a text message from this number - called it to be removed and it is Payless Shoe Source advertising - if you call the number they talk you through a menu to remove you from their list

This is the second time in three months I have received a text from Payless.  Each time they do this, it costs me money whether I open it or not.   Three months ago I asked (told!) them to take the number off their list.  Even though I have no idea how they got it, because I never have given it to them.
I also reported the company on the FCC website.  I intend to do it again.  I do not see that it is worth me taking time to call the number and have my cell# taken off their list, because it does not achieve anything at all.
The next time I go to Payless I will make a big scene when the store is full.

Like some of you I have had a couple calls in a few months from this company and have never given them my number of my mobile phone.
I emailed the customer services of payless at this email address:

customerservice@csr.payless.com

and got a nice reply the next day, from one of the staff there.  She apologized and said that she would make sure that the number is taken off the list immediately, and that it has not been sold to anybody else.

So, you can always email the customer services and get instant action.... but if I get any more calls I will post back after taking other action, probably was fkinirate said/.