Adding SharePoint Directory to File Explorer

Hi,

I am attempting to add a SharePoint site which contains a number of subsites to one of our users File Explorer so that they can access the subsites via their desk top.

I am having issues doing this and have tried the following:

1. Opened the 'Internet Options' >'Security' Tab > 'Trusted Sites' > 'Sites' > add 'Root'. I come out of the Security Tab and into the 'Advanced' Tab and make sure that 'SSL3.0' is ticked.
2. I then go to 'Map Network Drive' > select a Drive letter > add the full SharePoint Site URL > select Connect using different credentials > Finish
3. I am then asked to add Microsoft credentials Credentials but receive an error message 

I am unsure what to do from here or if I am missing something.

Any help would be appreciated. 

Many Thanks

Tom