From what I have read in other posts here, you aren't doing anything wrong. As a security measure, FileMaker is specifically designed in this area to require a full access confirmation from an account defined in the actual database file. I think you can just enter such an account name and password when the confirmation pops up.
Yuck! That's what I was afraid of. For the record, and the benefit of any mods reading through the boards, I'm in favor of adding more security by allowing such behavior. It is my belief that by requiring that a FM account be created that can do MAC functionality, it promotes the use of a "master" account with a shared password, rendering logging useless.