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There is no way to set a code, it's telling you have the wrong board. It sounds like you ordered the wrong board for your model.
OK sorry I thought you already tried to enter the code. The code is on a sticker with the model number. If you open the door it'll be around the front trim/frame of the oven somewhere usually near the top. If you don't see it, then shine a flashlight through the vent holes below the control panel because sometimes the model sticker is located behind the vent panel that runs across the latch.
On the sheet of paper that came with the board it should tell you what the 4 digit option code is based on your model number.
OK you must have replaced both boards at the same time because that is the only time you run into this problem. It's supposed to auto program on it's own. You need to replace just one board at a time and it'll use the other board to program the new board. If you only replaced 1 board, then it came faulty and you need to return it.