I dont know if you people are still intrested in this or not... This can be achived in two ways.
1 -> Thru Java (J2ME and NOT J2EE). For Asp.Net users this is of No use.
2 -> Thru AT commands. I dont think it will work on CDMA phones. Gooogle for more info.
AT commands are commands the is under stood by your GSM Mobile phone (infact most of your modems). If you are using windows OS. You can check these commands in the Control Panel--> Phones and Modem --> Modem Properties --> Query modem.
First you will have to interface to the port to which your GSM mobile phone is connected. Once you have done this. Send stream of Commands through this port. (Google for -- AT commands :sad: sorry I am bad with the Syntax ). Once this is done... Bhooo you are there...