Someone asked about sending SMS messages from the 300 a little while ago in this thread
. There are useful links in there that will get you started.
Read through the thread there and get it talking to the module, then work on reading text messages. Take a look at Section 4 of the AT commands (p78 onwards) in particular the "AT+CMGR" command.
You'll need to find out what your module does when it receives a message - so link it up using the NewSoftSerial example sketch that forwards the serial data from the hardware to the software ports. I think it's called "NewSoftSerial Test" or something like that.