I did this for an application I wrote that required immediate notification in the event of specific events. Well, I say "immediate", but in reality there is some delay of course with the cellular system, etc... But I digress, check out the following link:
www.clickatell.com That company is a provider of SMS messaging meaning that they will provide an api that you integrate into your application to generate SMS messages from their hardware and you are charged a rate on each message. I chose not to use their api, but rather use the email feature which lets a user send an email with the sms details and their system auto-formats this into an sms and then it is sent.
Hope that helps.
David