Yup, that's a big newbie mistake
Changing the number is too much hassle, and somewhat suspicious - you'd lose contact with too many friends and contacts, nobody does it. Very suspicious.
The cat's out of the bag, and she's obviously clumsy, selfish, and inconsiderate of your situation. You've asked her not to SMS you and she did (immediately) ... I'm sorry to have to give you bad news, but the fact is her behaviour is likely to continue, especially if she thinks there's any possibility she can get something from you.
Best thing you can do is buy a phone that can block calls for you. Period.
Only question is do you want one that'll block calls and save SMS in a private area (Android) or one that just blocks the calls and rejects them? Ask around.
IF you don't want to buy a new phone, here's a radical approach: come clean.
Tell your SO you met someone in a social setting (introduced by a friend, or something), who then took an irrational interest in you, and is now stalking you. You can get away with this story as a one off, and even get credit for telling her before she found out. It happens. And having a stalker who is interested in you might actually make you more attractive to your SO. It's contrarian.
But - obviously - it's a story you can only play once, it would be suspicious if you had a string of stalkers, or a new one every weekend. Use with caution, so much depends on the current level of trust and openness you have with your SO, and on her own level of lying and covering up (which she might accuse you of).
Oh, and choose your pickups better in future
There ARE girls that respect you are attached, and who are willing to be a 'piece of fun on the side' in your life, don't settle for less.
