This is an example for the new (but not yet, 2012-11-21, available) Arduino GSM Shield (see https://bluevia.com/en/page/tech.arduino) to update Cosm feeds:
Official-Arduino/GsmCosmClient.ino at master · BlueVia/Official-Arduino · GitHub
I do not know weather the GSM.h library is compatible with other right now available shields, but I do think it will not work.
Nevertheless you can see form line 119 on how the HTTP PUT request is implemented.