Your security token would have been emailed to you when you set up your account or the last time you reset your password. If you can't find it, you'll still be able to find it within Salesforce.com.
The placement of the security token depends on whether or not Salesforce.com was upgraded to the new layout.
For the old setup navigate to:
[Your Name] → Setup → Personal Information → Reset Security Token
For the new setup navigate to:
[Your Name] → My Settings → Personal → Reset Security Token