Is there an add-in that would allow a SMS to be sent for new incoming mail?

You can create a redirection if you have linux hosting.

Is this the same as auto=forward in Windows?

If you using windows hosting your can create this feature using:
Home > domain name > Mail Accounts > Mail Account
Store & Forward To : phone_number@mobile_gateway.
On linux hosting this feature avaible using fowarders:
Your can create fowarder to existent mailbox to your phone_number@mobile_gateway.

Thanks Phobos. That is exactly what I was talking about. Most times I need a little jog of the memory to get things going