How do you setup your cell phone so MSN contacts can text you from their computer?

Friends have it setup so a contact of theirs (Me in this case) can end them a text message using MSN. I want to set this up for myself, but in the Options > Phone section, the box to allow my contacts to SMS me is blocked out, meaning I can't check the box to allow it. It said to setup a number which I did, but the option is still blocked out.

I just can't seem to figure it out, any help? I'm assuming it's a privacy setting or something, but I can't find it.