This is one of those things that should happen automatically - but doesn't always.
First step is to make sure your iPhone is on iOS 6. If it isn't, you won't get your phone number to show up (period).
After that, often the best and simplest way to get the phone number to show up is to disable iMessage and then re-enable it. In this case, you would open Settings in Messages.app on your Mountain Lion Mac, Select your iMessage account, and then tap the "Sign Out" button. When you sign back in your iPhone number should appear at the top of the list for "addresses" that you can text from.
This question/answer may also help in getting all your Messages apps in sync with each other.