Undelivered SMS is read in an automated voice
My carrier, Virgin Mobile, has (had?) a service that would read SMS messages out as a phone call if it believed the destination number was not an SMS-capable cellular phone.

Your colleague's carrier may be doing the same thing.  If you have yet to listen to the entire message, I recommend doing so and seeing if there is an acknowledgement at the end of the call (e.g. "press pound to acknowledge"), which may stop the call.

I bet your problem lies with your colleague's carrier, though.  It is unlikely that either your phone or your own carrier can do much (though the latter may be able to help you block the incoming call.)