I'm not sure I understood your question... Anyway, you can't use only your modem to send SMS messages; usually you need at least to call a number that provides a SMS service and then use a telnet interface (see Net::Telnet). Another possible solution would be a GSM modem, like the Siemens M20; you can drive such modems using Device::GSM.

Hope this helps! Ciao, Valerio

update: you can see the M20 here and here