I have my GSM/GPRS modem or phone with built in modem, what to do next ?
You should have established either a serial (required physical cable), infrared, or bluetooth connection before attempting to use the library.
You can also read some of my previous articles on the open source library to get an idea of how the library works
Use the .NET SMS Library to Retrieve Phone Settings
Sending SMS through WaveComm GSM/GPRS Modem
Send vCard, vCalendar and WAP Push Message
How to Receive SMS using .NET SMS Library
Dial, Answer, Reject Call using .NET SMS Library
Send SMS through GMS modem or CellPhone using .NET SMS Library
Bulk SMS Gateway using the Open Source .NET SMS Library
PDUSpy - A useful utility for SMS programming