I have about 10 domains at www.MyDomain.com. I recently sold one of them to someone, who wanted to move to themselves (they are a domain seller). I ask for the authorisation code from MyDomain. Nothing sent. I ask again. Nothing sent. A few days later, I ask. Nothing sent (I got really angry now) I ask again. NOthing sent I try it with a new MyDomain account. Nothing sent. I ask in a suport email. They say the sent it. Not received. Holy f***, they cant do anything right! Still waiting for that code. 1 and a half weeks later.
You should try using www.wsmdomains.com in the future. When you log into your account there, they show you the authorization code to you.
I have names with them and I have never had this problem. I would check your email account, maybe the emails are been sent to your junk folder? What is the domain name you have?