What version do you have?
I seem to recall that in RSV32 v6.4 (can't remember Messenger version) you set up SMS as a pager. You don't need a GSM modem, an ordinary modem will do, but you need your service provider short message service centre number. You used to be able to find a world-wide list of service centre numbers in the setup, by setting the destination to pager, but I've just crashed my version (RSV32 7.4 Messenger 2.14) trying that. As well as the numbers, the import also had the protocol settings, which you may have to get from your phone provider. I have previously set up RSV32 6.4 to send SMS using the pager setup, which works fine.
Go to Messenger Destinations, set Destination Type to pager, and you should get an Import button. The PIN number is the phone you want to send the message to, the pager service is your service providers number. Import used to give a list of service centre numbers, but it doesn't seem to work any more.