The previously mentioned Two-Step Verification enabled by Apple to further secure your Apple ID was initially only available in the US, UK, Australia, Ireland and New Zealand. Apple is currently rolling out this feature in more countries. Though the supported countries are not mentioned on Apple’s website yet there are reports online of it now working in: Canada, Argentina, Pakistan, Mexico, Germany, Netherlands, Russia, Austria, Brazil, Belgium, Portugal, Italy and Poland.
If you reside in one of these countries, follow the steps on this page to enable Two-Step Verification. As the list of countries is still growing as reports come in, try to enable the extra security feature even if your country is not listed, it may work.