all you need to do is goto sky.com register yourself there with your mobile number.

then select programme(s) in showtime and hit the record button.
This will open up the sms window with the message to send, hit send and a message will be sent to your digital reciever by sky since you have your mobile number registered with them.

hope that helps, let me know if you face issues.
This as mentioned before is available for UK and Ireland, if other countries support this feature you could let me know to add it.