hai,
First of all you have to connect the modem to com port and check it out.
By using hyperterminal send AT to Modem, if u get reply with OK.you can da any thing by using that GSM.(AT will send at least 3 times,reply with OK)
In gsm we are using AT commands.
AT+CMGF //for set text mode
AT+CPMS ="SM","SM" // set memory storage
AT+CMGS="Number" //send msg to the number specified in quotes
>type msg //type msg after the > symbol and hit CTRL+Z to send the msg
after send the mdg you ll get reply OK.