When the DualShield server sends out an SMS passcode, it uses a message template named "One Time Password" to formulate the content of the message. You can customize the template.
Navigate to Customization | Message Templates | One Time Password | SMS Templates
Click the Edit button to make changes.
The wild card [[OTP]] is the placeholder for a one-time passcode that the server will generate. You should also include [[OTP]] in the message template.