You can build your SMS gate way as this :
Use ICS to get email from Delphi, then sent the email as SMS via cell phone which cennected to PC via Serial Port
but you pay the SMS fee
The Internet Component Suite (ICS)
**broken link removed**
is composed of various Internet components and applications. It is distributed as freeware with full source code for all Delphi and C++Builder versions.
The sample applications exists in two forms: Object Pascal for Delphi and C++ for C++Builder. The components are written in Object Pascal native VCL which can be compiled by Delphi as well as C++Builder.