Doing so is quite easy. First you have to use Gmail. As it is a free service, you can create a dedicated account for your monitoring alerts. Once finished, login to your account and click on the “Settings” link located on the top right side of the browser window.
Then, select “Forwarding and POP/IMAP”:

As shown in the previous screenshot, the only thing you have to do is to check “Forward a copy of incomming mail” and fill the field with your phone number @ your provider service.
For example, If your phone provider is AT&T, you’ll have to type 0000000000@mobile.att.net.

That would be great, a free forward via SMS, but sad enough most european providers doesn't provide this "free" service. You can't send this kind of SMS, but maybe you can use some cheap SMS provider instead of paying high prices for SMS bundles to monitoring services...

A long requested feature of Google Voice was a simple one: forward inbound text messages to email. Google Voice users get voicemails auto-transcribed and emailed to them, but text messages were not. Users can read and respond to them online in addition to their phones in the normal way, but email forwarding wasn’t an option.

Tonight that changed. Google Voice users now have the ability to forward inbound text messages to email. And even better, you can reply from email as well.

This is great news! I don't like text messages because it takes so much time to write messages on a touch screen or the mini keyboard. This is how I like it get messages in your mail en reply by email! With this feature I become the text message or SMS king :)

But first I need to wait until this great service is available in the Netherlands, PLEASE GOOGLE expand your service fast. (the funny thing is that I got an invitation several weeks ago lol)