the format is set in the onblur code:
onBlur="WAValidatePN(document.getElementById('CheckoutWizard_NewFromBlank_Default').Phone_Number,'',false,true,'x (xxx) xxx-xxxx',document.getElementById('CheckoutWizard_NewFromBlank_Default').Phone_Number,0,true);"
you could remove the format there.
x (xxx) xxx-xxxx
if no one format will work for you, then you could remove the phone number requirement and make it required, but not force phone number.