Connecting an Arduino+GSM shield to a small device that receives simple commands

Sorry, Actually Title of the Project was bit confusing : smiley-slim: .

Did you tried examples in the Arduino-IDE(Arduino1.0.5,Software) ?? , they are two examples of WEB-Server and WEB-Clint.
Try them once. I think your doubts will be solved.

check this link: http://arduino.cc/en/Tutorial/GSMExamplesWebServer