This will bring up a final confirmation window, this time from your wallet itself, asking you to pick the preferred gas taxes for this particular transaction. To have the best odds of your transaction actually going through, you should use the "recommended" or even the "fast" fees. When you're ready click the "confirm" button.
That's it, you're done, you now have to wait until the transaction actually executes in order to receive your FEG tokens, depending on how busy the ETH network is this could take anywhere from seconds to hours.