Can't login to iCloud on iPhone 4

After you enter an Apple ID and Password, it says:

        Apple ID Verification Code Required

        Type your password followed by the verification code shown on your other devices.

So I click OK and wait for a box to enter the verification code.

But it means to literally enter into the Password field, the password followed by the verification code.

That is:

        Password        {Password}{Verification Code}

For example:

        Password      apple3ID654789

where apple3ID is {Password} and 654789 is {Verification Code}