Problem with Voip receiving automated calls

[Nell3]

Hi

I need access to a financial website which has 2 layers of security.  The second involves an automated phone call with a pass code.  I receive the phone call but there is no pass code - just hello here is your passcode, then silence and then goodbye.  I have contacted the company involved and they tell me its a problem with my server.  I'm on Sky Broadband Superfast with Talk Anytime Extra.  Anyone else had this problem?