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.