Ok, it finally worked. Here's how I did it.
The basis for everything is Ron De Bruin's script here:
http://www.rondebruin.nl/cdo.htm#small
Now I had countless problems for 2 reasons.
1) My DSL provider blocks all smtp connections to anything but their smtp server.
2) My DSL provider refuses to send emails (that then turns into sms) to my cell phone email address
number@sms.cellphoneprovider.com.
As a consequence, I couldn't use Hotmail's smtp server (which would send email to cell phone), because it won't let me, but also I couldn't use my DSL provider, because it won't send the emails to my cell phone.
So I modified settings in a mixed way.
You take Ron De Bruin's script just as it is, and leave all the commented code as it is - commented.
Then, very important, on Outlook Express, you use as a default account your DSL provider (all applies to my specific case), but you do not specify any settings for it, I repeat, on De Bruin's script. I am not positive it helped (too much cross checking required), but I also did 3 other things:
1) I set up a Hotmail account as a second account on my Outlook Express, and
2) I wrote my hotmail address in the field "from" of the script.
3) I removed MAPIX=1 on the file win.ini (against his advice):
http://www.rondebruin.nl/mail/problems.htm
Then it worked!!!
It basically still sends mail through the Provider's smtp, but it seems to fool it somehow, and gets my email-sms through. I think the most important thing is to set it up as default account on Outlook Express, otherwise you have to specify the server's settings on the script, and in that case for sure it doesn't send my email-sms anymore.
End of problem? Not yet.
Because then I didn't like the fact that these sms didn't reach my phone immediately, but sometimes only after 10 minutes.
So I opted for this second method.
I send messages to my cell phone EMAIL address (not the EMAIL-SMS one), which in turn sends me, for free and in an unlimited number, and immediately, an sms telling me that I received an email. But also, I modified the script so that instead of "name@company.com", in the sender's field it says "openlong@price.which_parameter_triggered_trade". It's the best solution for me.