Request for overprotective

After entering my email address and password to open my hotmail account I am instead showing a page with the header "Call us overprotective..." and undertitle "...but we need to make sure you can receive a security code if you ever lose access to this account." Then there is a drop down menu with the title "Where should we send your code?" This drop down menu has two options, which are: "Email" and "I don't have these anymore".
I really don't know what all that is meaning. The "XXX" email is not mine and if I choose the other option, then I am afraid to loose my account and all its contents. I really want to keep my existing email account - so what shall I do, please?:confused:
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