There are several ways to send SMS to a mobile device. The most prevalent one is to connect to your carriers SMSC (Short Message Service Center) using SMPP (short message peer-to-peer) protocol. Alternatively you can connect GSM modem to your PC and using serial AT commands instruct it to send SMS. This approach uses regular cellular network and behaves as a gateway from IP network.

There are Java libraries available for both: sms4j (http://smsj.sourceforge.net/), smpp4j (http://smppapi.sourceforge.net/). You can even host your SMS gateway using Kannel open source SMS gateway. Offcourse there are various other commercially available ones as well.

Another alternative is to subscribe to an account for hosted SMS gateway service providers. These companies often provide you with a username/password and a simple http based API to terminate SMS messages programmatically. All you have to do is purchase some credit at bulk price.