PowerBI Embedded Multi Factor Authentication

Hi all, 

Recently I am try PowerBI Embedded. However, I followed the instructions online about setting up environment, and right now I am in the embed content for customer. I am getting a error where it says: "Due to a configuration change made by your administrator, or because you moved to a new location, you must use multi-factor authentication to access '00000009-0000-0000-c000-000000000000". My company have a policy to turn on the multi factor authentication so disable it is not a option in this case. Is there other ways I can work with this either within Azure or simply add a line of code in my Web.config script in Visual Studio. 

Thank you!!

Zee