Are you sure you want to use a local GSM gateway? If not, there are providers like ClickATell who provide several different interfaces. I like them and have used them before. Also there is no direct way to do this from SQL. With that said you could write a SQLCLR object to send them. There is a project on CodePlex called SMS Task, it might provide some code to make a SQL CLR object. It is at:
If you are still intent on a GSM solution there is a company, which unfortunately I can't remember their name, that have a solution that is backed by SQL Server. But it is pricey..
CEWII