There are various ways of sending an SMS message, one way is via an
internet based aggregator like www.clickatell.com or similar services.

Another way is using a mobile device connected to your server (if you
need to receive replies, sometimes, that's the only way of doing it).

There are both open source and and paid solutions for such
implementations, try the following links for more information:
http://www.kannel.org, http://www.visualgsm.com.