As of today, the Battle.net Mobile Authenticator is now available as a free download (like it is for iOS and Android) for Windows Phone 7 devices. If you don’t know what the authenticator is or does:
The Battle.net Mobile Authenticator provides a one-time password that you use in addition to your regular account name and password when you log in to a Battle.net account to play World of Warcraft or StarCraft II.
Versions for other mobile devices are also available for download here, or you can purchase a physical Battle.net Authenticator from the online Blizzard Store. Visit the Battle.net Mobile Authenticator FAQ for more information. For additional account security advice, check out the official Account Security page.