yep, you 1st have to setup lockcode before t&p, otherwise you will end up in big fail. You can recover with http://talk.maemo.org/showthread.php?t=82693 by looking the zeroize device part of instructions (secure wipe will clear the lock code).

PS. and if you have setup trusted person on you device, then you can also recover the lock code by sending it as sms to trusted person. But most people haven't set it up.