It's not on the spanner icon (settings) where you'd expect it to be.
- From the front screen of your Blackberry
- Push the green phone button
- Push the blackberry button
- Scroll through the menu to find "Options"
- Choose "General Options"
- Scroll down to "Show my Number"
- If it says, Yes, then your caller id displays when you ring people. If no, then it doesn't.
- Change it to whatever you want by pushing the pearl
- Push the Blackberry button and choose Save.
It should take effect immediately.
Bear in mind though that lots of people won't accept calls from unlisted numbers - though if you're having trouble getting people to accept calls from YOU on a listed number, maybe going unlisted is a better option.