Get a cellular module, motion detector, and microcontroller. Interface these 3 together, so that when the motion detector pick-up an signal, it will automatically wake up the microcontroller, and microcontroller will send a signal to cellular module to initiate the sms.
Cost of motion detector = RM98 (check sich link)
Cost of Cellular module = RM500 (check sich link) - or you can try hacking gsm module on old phone
Cost of development = RM 500 (my quote)
If you want to do it yourself, try google with these words, combine in any fashion, "DIY", "cellular module", "motion detector", "PIC", "microcontroller", "hacking gsm module", "electronics". Try go through their project, find the common between these project, and see how they do it.
It's a long journey, you might want to break down the project into smaller task first.