A modem or SMS terminal is the logical choice, as Gremlin has stated and linked you up.
But I want to mention that another way of sending SMS with VB6 is, to use an internet service. VB6 can be set up easily to send emails.
There are web services which will transfer incoming email to an SMS and send them to the receipient. This avoids buying an SMS terminal, but you have to pay for the service, too.