Thank you very much for your reply!
Is my english not clear or the descriptions of the project ?
I try to explain better; I want to turn Arduino with a GSM shield to a web server listening for the commands sent through a simple interface built on an Internet page. I have to send 4 different commands. The commands cheanges the values of the digital pins of Arduino. Arduino should be able to receive commands with an high frequency. I suppose to have a very low latency.
I've read that send sensor data to a database is feasible; Would Arduino be able to receive several commands through a GPRS connection ?
still thank you for helping me !