Enterprise Gateway - adding folder as data source - Page 2

My original goal in switching to Enterprise gateway was to try and fix a problem I was having using a Folder as a data source when using the Personal gateway. The folder I speak of is a synced document library from SharePoint Online that gets new csv files weekly from a webservice.

When configuring the Enterprise Gateway, it is not acceptig my Windows credentials and giving me the error I pasted below. The credentials I use to log in to my computer, are my O365 credentials- which are the same I use to access the Docuemnt library of where the folder is synced from.

So I guess I"m just confused about what I'm supposed to use here...Any thoughts are appreciated