First, install the curl package:
sudo apt-get install curl
Next, create a script anywhere in your $PATH, for example twitter.sh inside ~/bin, where ~ is your home directory (make sure ~/bin is included in your $PATH variable, in case echo $PATH doesn't return it, edit ~/.bashrc and add a line like this: export PATH=/home/USER/bin/:$PATH).
The script twitter.sh should contain the following:
curl -u USER:PASS -d status="$*" http://twitter.com/statuses/update.xml > /dev/null
echo "Message sent!"
Replace USER and PASS with your Twitter username and password, and then make the script executable:
chmod 755 ~/bin/twitter.sh
And now test it:
twitter.sh Hello, world! This is a test.
So just use it as:
twitter.sh YOUR MESSAGE
This should be all. Have a look at the screenshots below:
Running the twitter.sh script