If you use X-Lite with an Asterisk system, as I do, you may notice DTMF codes sometimes don't work after the call has been placed. This results in difficulty when entering pin codes, dialing an extension on another system, etc.
Here's the quick fix inside X-Lite:
Go to menu -> Advanced System Settings -> DTMF Settings
-Change to DTMF Force Send In Band: Yes
-Change to DTMF Tone Length in Samples: 4960
Reconnect the call and try it.