In my Bavaria C Profesional RDS, once you hit the code THREE TIMES wrong, you should wait, with the radio on for 15 minutes to try again. If you disconnect the power to the radio during the WAIT interval, you have to wait again 15 minutes as the timer is reset to 0. In my case, the CODE is always accompanied by the 4 dashes (two line display), inviting you to enter the code, one dash is removed by any entered digit. If all four digits are OK, the radio goes into functioning mode, after two wrong attempts, the CODE sign start blinking so to tell you it is your last chance.

May be, in your case, you have only one chance (Doubt it), just wait the 15 minutes with the radio on, to start all over. My Car manual included the Radio Manual, an it includes a very good explanation on the Anti-Thieve protection operation.