The message the App issues is confusing. It IS asking you to enter your 4 to 6 digit PIN. It is also reminding you that you haven't specified a Recovery Phone Number. Confusing because after you enter your PIN, you should be able to open the Settings for the App and one of the options available will be the Recovery Phone Number. The Recovery Phone number is not described in the current version of the Mobile Security Users Guide, but I believe that the intent is to specify a phone where a SMS can be sent to provide a short life temporary PIN. I seem to recall that it will be valid for 30 minutes, in the evenr that your PIN is forgotten or corrupted. It would be helpful if the function of the Recovery Phone Number were added to the Users Guide.