That's what I thought, too. I got the code now, after ten emails to sort it out. I wouldn't recommend anyone to follow this procedure just to save a few bucks, but it seems my case is the exception (whatever the reasons may be).
Sounds dodgy as fuck - as soon as the number 'connects' (tells you it's a 'wrong number'), they could have charged your bill £1000.
@jagg3r: it's called a joke.
Talking of jokes, the order is turning into one as well. I didn't get a code yet, but 5 hours after the paypal payment they sent an email that I would have to call them once with the phone number registered at the time of order to verify that the payment they got is from myself (not that the address and everything is the same on the paypal account, or they could just mail it through paypal to avoid any risk). I wouldn't need to wait for an answer, just ring.
While that request in itself is a bit ridiculous already, it is even more so as the number they provided gives me the 'wrong number' tone.