Jerry-
The link below would show you the process of Gaussian pulse shaping.
http://www.emc.york.ac.uk/reports/linkpcp/appD.pdf
I used this document to simulate the GMSK modulation scheme just for
better understanding of the concept (CPM modulations in general and
GMSK in particular), when I was in school. The shortcut would be to use
the gaussfir function in MATLAB I guess. I did not use that as I did
not know about it before

Good luck

Regards
Nithin