When a message is sent from SMS Caster, the received sender ID is a number. How to change that number in a name?
That requires an extra service and if SMS Caster doesn't feature one, you won't also have the possibility to change it. Sending messages from NAMES is not free and most of the services will charge you extra and sometimes very very much.
And just as I though, the software doesn't support this service. Look on the following page what it says at question 12: http://www.smscaster.com/supportsmscaster.htm#AD_Text