Cannot access the security code Microsoft says it sent me

Hello.  I have been told that a security code has been sent to my hotmail account, but I cannot find it.  When I entered hotmail, it also told me that this was the last time that it would let me access my account without first entering the security code.  I have either not received the Microsoft hotmail security code, or I have received it and forgotten it.  How can I access it so that my hotmail account is not locked the next time I use it.  (I have renewed my password in the last few months, but I don't think that this is what they mean by a security code.)