enter your system lock pin code to unlock this mac

I just traded my Macbook Pro for a 27" Core i5 iMac. I wiped the iMac when I traded and I brought it home to do a full reinstall. I booted holding the Option key down and noticed this iMac had a recovery partition I opted to use the recovery partition to reinstall. To my surprise it was Lion. And the cd was snow leapord. I was cool with that and signed in and used the computer all day. Then sometime while I was sleeping a obnixious alarm went off on the iMac and there was a box to enter your system lock pin code to unlock this mac.

Priding myself on doing all repairs on my own since my primary job is reinstalled and virus removal. Long story short I could not access anything no matter what I tried. I ended up calling apple care and asking what needed to be done they explained I needed to bring it to a apple authorized store and they would have to unlock the firmware.

Do you guys know what they are talking about or is there anything I can do before driving 100 miles to my nearest apple store. I find this rediculous.