I've never done it myself, but hopefully these resources will help you:
Wireless Messaging API Basics from java.sun.com
Simplewire -- Java SMS SDK you can evaluate and purchase Another Java SMS component for purchase Also, try checking on sourceforge -- there may be an opensource Java SMS utility available.
Lastly -- I'm going to move this to the
J2ME forum where they handle lots of questions about SMS. Defintley take a search in that forum to see if you can find some examples to help yourself.
[ April 12, 2004: Message edited by: Jessica Sant ]