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Go to Microsoft's My Security Info
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Click "Add Method". Select "Authenticator app" and then click "Add".
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From the window that appears, choose the highlighted link to choose a different authenticator app.
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- Click "I want to use a different authenticator app". Then click "Next".
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Click Next.
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When you get to the screen that displays the QR code, you will need to click on the Authenticator button that was added to your web browser menu in the first set of instructions at the top (#3 for both Firefox and Chrome).

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Click on the 'Scan' button, which is the square with a horizontal line through it.

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Drag your cursor from the top left corner of the QR code across the entire QR code to the bottom right corner.
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Once the scan is complete, you will see the box below that says the method has been added.
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Click "OK". Then click "Next".
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You will then be asked to confirm the 6-digit code that your Authenticator extension generates. Follow the steps below to get the code. 
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If you would like this to be your default MFA method, click Change to the right of Default sign-in method on your Security Info page and select Authenticator app or hardware token - code. With this method you may enter a 6-digit code from any such method you have registered to your Microsoft 365 account, such as the Authenticator browser extension, the Microsoft Authenticator app, or other third-party apps like Authy.