Joao, It has nothing to do with any phone software, or what type of phone you have - it is basically an sms message.
Alegator, your checkbox is probably greyed out because you haven't set up anything in your 'mobile settings' - had you been able to complete it then I think simply signing out and back in again would enable the checkbox to be ticked.
I don't know why you couldn't find Argentina on the list of countries, if you want to see if the checkbox will work you can select a random country for now, just don't leave it ticked or people might try to send you messages
I assumed that it was a paid service (I'm sure everyone would be using it if it was free) but perhaps some networks offer it as a free service?