B757 CREW FORGETS TO SET CORRECT XPONDER CODE BEFORE DEPARTING BWI.

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AFTER PARKING IN BWI; FO SELECTED 1200 IN THE XPONDER. THIS IS A COMMON PRACTICE AND IS SUPPOSED TO ALERT THE CREW TO THE NEXT LEG THAT A NEW CODE NEEDS TO BE OBTAINED. NEITHER THE FO NOR I NOTICED THAT THE NEW CODE HAD NOT BEEN INSERTED INTO THE XPONDER UPON RECEIPT OF OUR CLRNC TO ZZZ. ON DEP AND CLBING THROUGH ABOUT 2000 FT AGL; DEP CTL ASKED US TO IDENT. AT THAT TIME; FO NOTICED THE XPONDER ERROR AND DIALED IN THE NEW CODE. DEP MADE A COMMENT ABOUT US SQUAWKING VFR AND ASKED US TO IDENT AGAIN. CTLR NOTIFIED US THAT THIS WAS A SERIOUS MISTAKE AND GAVE US THE PHONE NUMBER TO CALL UPON ARR IN ZZZ. AFTER PARKING; I CALLED THE ABOVE NUMBER AND SPOKE TO A SUPVR IN BWI. I EXPLAINED OUR MISTAKE AND TOLD HER IT WOULD NOT HAPPEN AGAIN. SHE UNDERSTOOD AND MENTIONED THAT THE DEPT OF DEFENSE HAD NOT NOTICED OUR MISTAKE SINCE WE CAUGHT IT SO EARLY. IF THEY HAD; SHE SAID; IT WOULD HAVE BEEN A MANDATORY FINE OF SOME TYPE. THE BEFORE STARTING ENGS CHKLIST USED TO SAY 'XPONDER;' WHEREUPON THE CAPT WOULD REPLY 'SET;' WHICH WOULD CLUE ME TO CHK WHAT IS ACTUALLY SET IN THE WINDOW. NOW; THE RESPONSE IS 'TA/RA;' AT WHICH TIME I JUST MAKE SURE THAT THE SELECTOR IS IN TA/RA. IN THE FUTURE I WILL CHK THE CORRECT CODE AND CAUTION FO'S NOT TO SET 1200 OR 0000 IN THE XPONDER WINDOW WHILE PARKED.