I think this is dependant on how you route your calls out?
in the UK, if you are using BT ISDN, you can prefix your outbound call with 141 to withold CLI. I dont know of any SIP trunk providers that support this type of feature though - some allow you to withhold CLI by specifying certain values in certain fields in the invites, but I dont think its possible to amend these on a call by call basis from the softphone.
Paul