There would need to be a drop down box for more than one mobile number to select. eg. If you have a SIM cards for different countries.
This is a very vague question, it all depends on the service/client that you use.
When I transfer funds I receive a text message with a four digit code which I have to enter for the transfer to proceed successfully.
I am using Bitcoin QT wallet on my laptop.
I do become a little paranoid about protecting my wallet and thought my suggestion could be a possibility.
It's not going to happen with the Bitcoin QT client. Your best bet is to encrypt your wallet with a very strong password if you're worried about unauthorized transactions from it.
There's really no way to stop unauthorized transactions in bitcoin though, because there's no central authority. You just have to make sure you're keeping the private keys secure.