"Please contact your domain administrator to enable 2-step verification for site.co.uk through the Google Apps administrator control panel."
If you're using Google Business Apps for your account then you'll need to enable the two-step verification as an administrator before you can setup it up (even if you're already logged in as the admin).
I found the Google documentation to be a little out of date (even for the new admin console) but the following steps will work (at time of writing!):
Once you've got this setup, check-out this blog post for setting up the two-step verification.