Stronger authentication @ Facebook: SMS

If you want to enhance the security of your account on Facebook, beyond using a complex password, you can also set an additional control: an SMS code that will be sent to your mobile phone, which you must introduce at log in, immediately following your password.

The new mechanism can be used whenever you enter into your account or, if you prefer, you can request the SMS only on computers that you have never used before. The choice is yours.

How to activate it? Simple: Follow Account → Account Settings → Account Security and set, in Login Approvals, the option Require me to enter a security code sent to my phone.

But I can't find that option...

Ok. Probably you didn't associate a phone to your account. That decision has to be balanced, of course. Start by reading and following the article I wrote on this subject, and then, if you really want to activate this control, follow the menus again: if you followed the instructions on that note, the option should already be available.