Is it possible to set a Sender ID?
Yes it is.
You can change your account so that the sending number is set to your mobile phone number, in which case replies will go straight to your phone.
The final choice is to not to use a number at all. Instead you can set an alphanumeric string. This feature is usual called a Sender ID. In this case no replies are possible.
To set a Sender ID, first log on to your account.