Been there, done that. For my case, it was a matter of sending an XML request document over HTTP, and receiving an XML response in reply, containing messages. But that was the API the carrier we were using was providing us. Different carrier, different API, I presume.
What API is your carrier providing?
Comment on Re: Receiving SMS on web page using perl
This thing didn't even got out of paper yet, all that is still been studied. It just sucks that we still have to be at the hands of some provider. But its all relative.