Problem with my arduino board
Oops.

You let the Magic Smoke™ escape from your Arduino.  Your Arduino is now somewhat dead.  Depending on what died it may be repairable by replacing components, or it may be beyond resurrection and it'll be easier to buy a new one.

Now - why did it happen?  Looking at the board in your link it should have been OK with the 12V power you provided, since it has its own regulator on board that can supposedly take up to 12V.  So one of two things may have happened:


What you thought was 12V was actually higher than 12V and the regulator didn't cope with it.
You connected the power backwards, so -12V was pumped straight through everything.


There seems to be no polarity protection on the board as far as I can see, and many regulators, if connected backwards, will just pass the power straight through with little or no change to it.  So my money is on having connected the power backwards.  Now, that might not be your fault, since on that site I can see no mention of which polarity the power connector uses - whether it is pin-positive or pin-negative.  The normal way (the way the Arduino board uses) is pin-positive, but that is not always the case.

Either way, the Arduino is now dead, and the GSM module may be dead as well. In fact the whole lot may be dead.