Credit card, PayPal and Internet banking security

[clockworks]

Pretty much every time I try and log onto Internet banking or make a credit card/PayPal purchase online, I get a text with a security number that I have to enter to authorise or log on.
This is despite telling the apps/websites that I'm using a trusted device, and to skip this step in future.

Is this happening with all banks and card issuers, or just Lloyds, Halifax and Tesco?

[Jamescrs]

Happening for me reguarly with HSBC, Sterling and Paypal especially, I would say Paypal is the worst of the lot for it to the point I try to avoid using it if I can.