Do u think that the code which I hv posted earlier can be used for all the GSM module ( I found that my 2nd GSM module also support 9600 bps). Becoz its only reading the transmitted data,which i think is common for every GSM module.
SoftwareSerial sometimes works at 115200, but, many devices do not play well with software serial at that speed.
The stuff you have before the infinite loop in loop() belongs in setup(). The infinite loop belongs in the bit bucket.
You really need a Mega with it's multiple hardware serial ports, if you are going to communicate with that device at 115200.