Besides, I've been signing in from the exact same location for the last few days and yet there was no problem. Now I'm thinking maybe it's some sort of phishing attempt. I feel so uncomfortable going through this step. Just one more reason to
You are signing in from an unfamiliar location. For your security, please verify your account. This check prevents others from accessing your account without your permission. If your password is stolen through a phishing site, for example, this step keeps your account safe. You will not be prompted every time. For additional information please see http://www.facebook.com/security.
I still don't understand how entering my birth date will help Facebook know that it's really me. Seriously! My birthday is displayed on my profile, it's practically public information. If somebody is really trying to break into my account and made it pass the username/password that person most likely will have my birth date. I