Why not just answer with untrue info that you won't forget..
I know I do.
Mother's maiden name? Madonna
What's your high school name? Ridgemont High
First girl friend's name? Cindy Crawford (this one is true... ;-))
Those are there for your protection, as P said, it's no different than other financial Website, they've been doing it for years. Sure it's a little hassle, but not as much as a hassle if someone gets a hold of your account. Learn to get use to it as it will get even stricter in the future...