User changable GSM Phone number with txt or similar?????

i am programming a gsm shield with an UNO to send an alarm sms to a preset phone number.
How can i make it so i can remotely change/setup that phone number with a txt or something. I'm thinking if i make it a variable, and change that, it will be wiped when the arduino resets or powers up etc. Am i correct in thinking this???
The unit will be remote, and i don't want to have to "dial" into the unit to change it. Can i just set it with a txt????

Am i correct in thinking this???

That depends on how you implement your poorly defined requirement.

If you store the phone number in EEPROM, it could be read from there when the Arduino powers up, so it would not be lost.

As PaulS suggests store the number in EEPROM and it won't be erased when the unit loses power.

You could also read incoming text (SMS) messages and if a certain code word is used replace the number in EEPROM with the one in the text / SMS header.