You don't, the person sponsoring you does. I believe the actual clan right for it is "master rights". Otherwise the option is greyed out.
Only someone in the main clan with the proper rights can do it, as long as they don't already have one. They can always sponsor someone long enough to do the quest, drop them and do another person, it doesn't mess up anything.
If you leave it works until you take it off, then you can't put it back on. If you graduate you can take it off and on all you want.