We have a few tutorials that demonstrate how to perform comparisons like this. Please see:
http://usegalaxy.org/u/galaxyproject/p/using-galaxy-2012 see Protocol 1 (and 4 for more interval comparision options)
You will be working with transcripts, and to map gene names to transcripts you can obtain data files from several sources. UCSC, Biomart, etc. Some sources will permit you to choose a single transcript to represent the "gene" - generally the longest, or most complete, transcript (but, this may not be desirable in all analysis cases). dbSNP data is also available from these sources, as are other SNP data. The tools described in the examples above are a great place to start - the goal is to compare regions where the transcripts are with the regions where the SNPs are. BEDTools also has some options for this - start with the tool "Intersect multiple sorted BED files".
Hopefully this helps, Jen, Galaxy team