Hi,
Off the top of my head there are two ways:
1. Use the ENS service to notify when messages arrive - filter out the ones you want. This is going to require some programming and a way to send the notification to the phone.
http://docs.sun.com/app/docs/doc/819-2655
2. Use a user-level sieve filter to send a copy of the messages you want to another email address which triggers an SMS.
http://docs.sun.com/app/docs/doc/819-2650
Regards,
Shane.