Migrating data from local file server to sharepoint online issue

Hi, I am having issues with migrating data to sharepoint online as part of Office 365. I am following this guidance :

technet.microsoft.com/en-us/library/mt210445.aspx?f=255&MSPPError=-2147217396

I can prepare the data, upload it all fine to the Azure Storage, but when I try and run the spreadsheet it fails to migrate the data to sharepoint. The error I am recieving is :

System.Net.WebException: The remote server returned an error: (401) Unauthorized.
   at System.Net.HttpWebRequest.GetResponse()
   at Microsoft.SharePoint.Client.SPWebRequestExecutor.Execute()
   at Microsoft.SharePoint.Client.Web.WebUrlFromFolderUrlDirect(ClientContext context, Uri folderFullUrl)
   at Microsoft.Office.Compliance.Ingestion.SharePointIngestionProvider.Invoke(IIngestionTask& task)

Any help would be greatly appreciated.