You can use this trick to listen to anyone's voicemail (by identifying the calling number as the recipient's number) if they do not have a password. Anyone. Talk about security hole.
You can do this from any SMS gateway, as there is no real verification. However most gateways do not allow their users to spoof the sender because predictably the carriers do not like it.
Any decent SMS gateway should let you send messages from who the hell you want. Add far as analogies go, it works pretty much the range as email, and would take the same fundamental redesign to fix.
We have this feature in 8centsms.com but we verify ownership of mobile numbers. We've had problems with spammers sending fraudulent "from" headers like "BTUK" (ie. british telecom) so we recently put in some checks to ensure we have to manually verify each account once they spend up to a certain amount. I think that if you're blindly allowing people to spoof the sender id you're just asking for trouble ... Also this seems to be a pretty expensive prank ;)
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[ 3.0 ms ] story [ 40.3 ms ] threadWikipedia has more information for the interested[1].
[1] http://en.wikipedia.org/wiki/SMS_spoofing
BTW, this is talking about SMS, not CID spoofing, so your comment wasn't exactly on topic.
"The cost of the text message is 10 SEK plus possible operator fees"
10 SEK = $1.5 USD
Skype also allows you to freely choose the sending number of your SMS (however, it first checks if you can receive SMS at this number).