The reason you are having a problem is you have waypoints much too close to the destination airport (LFMT). It looks like you included a STAR in your flight plan, which is usually not advisable when flying in Europe. For best results your last PF3 waypoint should be about 25-30 miles from the airport. You can use the waypoint removal feature on the PF3 flight plan page to remove waypoints that are too close. For your current flight, I would suggest removing (on the PF3 waypoint page) all waypoints after VALAG, which is about 25 miles from the airport. If the STAR box at the bottom of the SID/STAR page is checked before the flight, as you have it now, you will be cleared to descend to 3000 and fly the approach at pilot's discretion, so you can fly the procedure in your FMC. If the STAR box is NOT checked, PF3 will begin vectoring you after you reach VALAG and you will not fly the rest of the procedure in your FMC. The choice is yours. If you are landing in mountainous terrain it is probably better to fly the procedure rather than being vectored.
See Section 20.5 in the User Guide for more information on SID/STAR use in PF3. Since SIDs and STARs in Europe are usually short, it is best in most cases to leave them out of the PF3 flight plan (or remove them on the flight plan page).