Depends on distance. Bluetooth was designed to connect personal items together so has a limited range, personal experience when streaming music to bluetooth headphones in the house is about 10-15 feet.
First you need to decide how you are going to handle an incoming text. They can either be sent straight to the serial port of the modem, or to memory and a notification that one has been received sent to the serial port.
Once you have decided that you need to tell the modem using the AT+CNMI command.
Then you need to write the code to read the message from your chosen source, and act upon it.
Then send a message back to the sending number using the AT+CMGS command.
If you store the messages in memory you can typically store 50 messages on the sim so you need to consider some sort of housekeeping.
About half way down this http://www.seeedstudio.com/wiki/GPRS_Shield_V1.0 page is a script to load onto the Arduino. Connect the RX / TX pins to pins 7 & 8 of the Arduino and the Arduino to the computer, and then open the Serial Monitor. Don't forget that the modems do draw quite a bit of power when actually working, although it does remind you of that on the link you provided.
The script is a simple repeater. Whatever you type in the Serial Monitor will be sent to the SIM900, and anything received from the SIM900 will be relayed to the Serial Monitor. Check the baud rates before you begin.