As one of the available options to perform 2FA using Windows Azure Multi-Factor Authentication, you can use a Mobile App. If you use the wrong app, then authentication will not work.
There are two apps, one for your Microsoft account, and one for your organizational account. Remember that Microsoft Account is used to sign in to services like Outlook.com (Previsouly Hotmail.com) or OneDrive (Previously SkyDrive). Organizational accounts are used to sign in to services like Office 365 for business (i.e. E3) or Windows Azure Active Directory.
Make sure you use the correct app in order to successfully complete Multi-Factor Authentication.
When using organizational accounts to sign in, you must use the Multi-Factor Authentication app.
- Multi-Factor Authentication for Windows Phone
- Multi-Factor Authentication for iPhone
- Multi-Factor Authentication for Android
When using Microsoft accounts to sign in, you must use a Authenticator app available in your app store.
- If you have a Windows Phone, get Microsoft's authenticator app.
- If you have an iOS, Android, or BlackBerry device, search your app store for an authenticator app.