What will set off the new dial in authenticat

As Pahanda pointed out, Helios, we'd be unable to provide specific information regarding what may or may not cause the system to lock the account.

There is some information regarding this security measure already released though and can be found in the original post announcing the new service. I'll highly some of the applicable statements.

Q u o t e:

Instead, it is a free opt-in service that will actively monitor an account and request additional authorization from the user when a potentially unauthorized login attempt occurs. (Pretty cool, huh?)

Q u o t e:
Please note that you will only be asked to make this phone call when something about your login attempt appears out of the ordinary. For example, if you were to log in from a location from which you do not typically play, you may be asked to call in and provide your selected PIN and a unique, single-use security code before access to the account will be granted.

http://us.battle.net/wow/en/blog/1113829#blog

If you are playing according to your normal pattern it is unlikely anything will happen. Only if you deviate from this pattern will the system likely react.