Help neede:connect pc to mobile

Hi

I want to be able to send a SMS message from a computer straighht to mobile.and from mobile to pc,I know there are websites which you can subscribe to and use their API and then they forward the message on, but is there not some way you can do this without having to use a third party.I also want connect through blutooth/data cable to send data from pc to moblie and vise vrsa.

I am newbie in this field,i am using vb.net to develop this appliction,i know lot about vb.net but not particularly about this,i just want i guide line,like which kind of tools needed to develop this application and if some one give some tutorial,i'll be very thankfull to him,
I would also like to directly dial the modem and use sockets to communicate between the two,I can just use a normal modem for this or i need some specific type of modem?
Thanx in advance.