Metamask swap fails

I’m doing my first swap in Metamask. Swaping Eth>>DPI. Setting up the swap seems to go ok… When executing the swap, I get a Windows Security message about “verifying it’s you” , insert security key which I don’t have. I went to my Ledger S which was connected and set for Eth, where I started to approve multiple times. I was up to 15 approvals when the swap failed.

I never read anywhere about the multiple approvals or how to fix the windows security message.