You will need to confirm your mobile number before this option can be enabled. To verify your Mobile Phone number click on the "Organisation" tab, then click on the "My Account" tab.
In the Sender section enter your mobile phone number
Click the "Save button.
Within a few seconds your mobile will be sent a verification code, you will need to type this in when prompted.
Now if you go back to the "Communication" tab you will be able to set the Sender to either send your Phone Number or a Name/Text.