It is possible to obtain alarm systems that do this. It might be difficult to modify an existing system to do this if it was not originally designed for that.
You will need to first have to punch in the "+" symbol into your phone. After doing that you will need to enter 52 (Mexico Code). The dial out number number should read +52 then the area code and...
Firstly, enter 00 (or + by holding Down *). Then enter the countries dialling code (America's is 1) then enter the number as normal. For example - 408 487-6545 would be 001 4084876545.