You must compose the SMS in international format.  

That's +61 and then the Australian mobile number with the leading 0 removed.

For example, to SMS to 0404 123 456, send your SMS to +61404123456.  You must actually enter the + symbol on your phone - entering the + symbol is usually achieved by holding down the 0 key.

Do NOT enter any other prefix such as 011 or 0011 - if you enter 011 or 0011 then your SMS will not send.