I am experiencing a similar yet different problem with my Windows Phone. I start Internet Explorer on my Windows Phone, load up the Gateway, and it loads the log in screen. I enter my username and password then it switches to the "Accessing" screen with the animated bars. That's it.) [...]
If you aren't getting the prompt for the code, then there's something else wrong. There is probably an incompatibility with the browser you're using. I'm sorry to report that we haven't tested on Windows phone.
We've had to make some fixes for IE8 recently and expect to be good for IE8 through IE10 on Thursday's push. This might fix your problem, under the hope that your phone is at least as compliant as IE8 is.
I will see if we can get more Windows phones in testing.