They most likely use an SMS gateway with an HTTP or SMPP API such as one provided by one of the following:

http://www.clickatell.com/SMS_Gateway http://www.celltrust.com/Products/SMS-Gateway/CellTrust-2Way... http://www.smswarehouse.com/

There are a bunch of SMS providers, some US-only, some international. Search for "SMS gateway" to get more deets.