I have until now not found any good description on how to send a sms with a Sony Ericsson here on Arduino.cc .
Below i share my gathered knowledge and ask other to fill in if they have something to share.
First of i would say that connecting a newer modell of a SonyEricsson phone direct to the TX/RX pins will not work.
It seems as new Sony Ericsson phones need a TX/RX voltage of somewhere about 2,6V to get it working. If you use one of the listed older phones you should get it working with the 5V TX/RX from the Arduino.
T series :
T39, T68, T68i, T230, T250, T610, T630, T650i
K series:
K300, K310, K320i, K500, K510i , K530, K550i, K750i
W Series:
W200, W300, W550, W580, W600, W610, W660, W700, W710, W800, W810, W830, W850, W880, W900, W910
Z Series:
Z250, Z310, Z320, Z500, Z520, Z525, Z530, Z550, Z558, Z600, Z610, Z710, Z750, Z800, Z1010
To understand how to send a sms you need to check this link:
For easy conversion of septets into octets use below link, it will save you a lot of time:
http://www.twit88.com/home/utility/sms-pdu-encode-decode
Use 00 for SMSC and then input your number in the receiver area.
Coding example is provided below, reason to why you need to wait 3 seconds between AT commands is that otherwise you will overflow the serial communication and the phone will ignore the commands.
Serial.println("AT+CMGF=0"); // Set PDU mode
delay(3000);
Serial.println("AT+CMGS=19"); // Number of octets
delay(3000);
Serial.print("0011000B916407172132F30000AA05C8329BFD06"); // Sends "Hello" to "00 46707112233"
delay(3000);
Serial.write(26);
delay(3000);
More AT commands can be found here: http://developer.sonyericsson.com/cws/download/1/707/466/1277362028/DW-65054-dg_at_2006--10_r17a.pdf
Have fun