To send SMS to mobile phone you cannot simply do it with "your own Code",
because SMS it's a resource inside the mobile network and the only way to
access it is by the means provided by the mobile operators (the network
owners).
most of them provide access trough web services, because it's a clean and
standard way that works throughout all platforms.
If you want "some other way" you can talk directly to the mobile operators
and ask them to provide you with SMPP access to the server, so you can send
messages from you code using SMPP instead of web services.

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Juan David Gomez A.
Microsoft Certified Professional
Analista de Desarrollo - PSL S.A.
Web and Wireless Banking
Medellin - Colombia