Gateway Installation: Your Sign In was Blocked

Hi - I need some help configuring the gateway.

Install succeeded using the downloadable .exe installer. The VM we're configuring this is an enterprise server with no internet access (due to security) we did allow all the URL's & ports specified in this document in the firewall:

https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-onprem/

As this is a enterprise gateway I DON'T want to use my own credentials - however there is no documentation or guidance as to what the account should be/privileges it should have with which you first configure the gateway. When using my account, I keep on getting "Your Sign In was Blocked". I'm still able to log into www.microsoft.powerbi.com with my account

Could I please get a bit more information why this could be happening?