It sounds like you have an existing security key already on you account. You will need to remove the existing one first before you can add a new one.
The following article here walks you through how to remove the security key from you account. Once it's removed you can add a new one by logging into your account with just your Display Name and Password.
If you have any issues removing the security key per the link above or logging in to add a new one you will need to call customer service who can remove the security key or help you log in.
see db woodynz post here with a link to numbers and how to use skype if you have it.
Using skype with that contact is a free call to the best of my knowledge, that number is only available as per the hours listed (Support available from 9.00 CT - 21.00 CT) so need to confirm time zone etc
