@Malkavian:
AFAIK, whatsapp sends a confirmation SMS after you register. This is how it sends back information to your phone, telling you you have succesfully registered.
There is a backup system in the official whatsapp app that, when you don't receive the sms, asks you if you want to receive your code by phone. If you opt for yes, a mechanized voice calls you and dictates your code.
I was not referring to sending SMS's to other people nor anything of the sort.