When you start to send you first SMS with SMS Mac, please do the following:

• At the start do not use SMS features like Flash SMS, Long SMS or Unicode SMS, but instead send a Standard SMS. Then try to confirm reception of your first SMS. Once you know standard SMS is working, you can enable and try special SMS features.
• Set the Replies preference to Reply to Mobile for your first SMS. You can later change that to Reply to Email or No Reply.