In addtion to a website that is used to send SMS to cell phones, you can incoperate this into your prgram by simpily usng email. Most service providers assign email addresses to each indivdual phone this holds true for : Cingular, Sprint, Altel, Virizon Wirless, Nextel, Virgin Mobile, and most likely others.
heres an example of sending an sms to a TDMA network enabled phone:
0008675309@message.altel.net
heres an example of sending an sms to a GSM network enabled phone:
0008675309@msg.t-mobile.net
the
0008675309 is the phone number and what ever comes after the @ is service dependant so in your program you may have the user select their service provider and do some research for what the selected values should be (like altel's is message.altel.net)
have fun, not sure if this works in other contries outside the US