Just had to add that I HIGHLY recommend the IPhone/IPod Authenticator App since:
1. It's FREE!
2. It sends a new code every 30 SECONDS to your device instead of the one time code you get otherwise. This makes your account basically unhackable.
3. You still get the pet (and did i mention it's FREE )
One word of caution using this app (as I already went through this a couple of months ago ):
If you want to stop using this app for any reason, you have to go to battle.net and disable it first. DO NOT JUST DELETE THE APP FROM YOUR DEVICE! If you do, or if you device CRASHES (like my IPhone did), you will need to call Blizz Support to have them remove the authenticator from your account. You won't be able to log into WOW until this is complete. No biggie but I was on hold for an hour before I got transferred to someone who could resolve the issue.
Once again, highly recommend this to protect your account if you can get it. Feel free to message me in game with any questions. Thanks.