Or you can use a second tab in the same window, but do not close the first tab. When you add a second tab, you won't see the first page but it will still be open in the background, and once you get the code you can get back to the original screen that asks for the code by clicking on the original tab.
Another option if you have a smart phone is the following:
Instead of a second window or a second tab is to leave the browser open and check your email with your phone to get the code.
ADDENDUM:
Oops! I see from one of your comments way up in this thread that you don't have such a phone?
