Gsm modem

hi i am developing a application on .net where i am sending ans receiving a message from mobile to pc with the help of gsm modem . There are two things that can be done to support AT commands ....
1. either use GSM MODEM like wavecom or any other that support AT commands to send and receive message from pc to mobile and vice-versa
2. use nokia phone having inbuilt GSM MODEM and with the help of nokia data suite which support AT commands, do the same.

The problem is which nokia model has inbuilt GSM MODEM that support AT commands.
I want to help me out from the second point. I dont want to take explicitly GSM modem.

Thanks.