If you want something which can speak direct to vodafone/cellnet/orange/etc message centre then download sms_client from http://www.styx.demon.co.uk/ . (Unix program).

You'll need a modem attached to the server. I've used this extensively and it works very well. I wrote a script which takes an email message and turns it into an SMS message.

This of course costs more than using someone else's SMS gateway but perhaps it is more reliable?