Actually I don't think it's any special software, it's just a benefit of having a 1-800 number. 1-800 numbers (all toll free numbers actually) automatically show the callers number even if they tried to screen the number prior to placing the call (*67 and so forth), this is called ANI (automatic number identification).
The cheapest way of getting around this is to use calling cards as they provide what amounts to a "cut-out" showing only the calling card companies number on the other end.