i would have thought it should be supplied with the radio as its useless with out, as you have found out! if it wasnt supplied with it you may ask where did the seller get it from?
if you get in touch with dealer for stereo code wont they give it to you via chassis number, in other words for the origonal stereo, unless you give them chassis number for the vehicle your new stereo came from and you show proof of ownership! it may be a problem!
in my experience with the main dealers they are very good at giving info but its based on the chassis number, and depending on what code i want they want to see proof of ownership.........