If you are planning to use a local phone/gsm modem via serial you can use the following.
http://www.codeproject.com/KB/cs/SMS.aspx?msg=2961173
http://www.codeproject.com/KB/windows/smspdulib.aspx
Local serial sending will be quite slow and not good for high volume sending of messages. If you need to send high volume of sms you will need to use some sort of sms gateway.
