Secure boot

Enabling secure boot on Dell Latitude E6440 running Fedora 22

Background

I've wiped the Microsoft OS that came with this machine and installed Fedora. Now, I'd like to enable secure boot.

Enable Secure boot and see how things fail without a key

Boot to bios with F12

It looks like this:

Use the ^(Up) and v(Down) arrow keys to move the pointer to the desired boot device.
Press [Enter] to a attempt the boot or ESC to Cancel. (* = Password Required)

Boot mode is set to: LEGACY; Secure Boot: OFF

LEGACY BOOT:
    USB Storage Device
    CD/DVD/CD-RW Drive
    Internal HDD
    Onboard NIC
OTHER OPTIONS:
    BIOS Setup
    BIOS Flash Update
    Diagnostics
    CHange Boot Mode Settings

The bios indicates that secure boot is off

Turn on Secure Boot and get scary warning #1

Use the ^(Up) and v(Down) arrow keys to move the pointer to the desired boot device.
Press [Enter] to a attempt the boot or ESC to Cancel. (* = Password Required)

Boot mode is set to: LEGACY; Secure Boot: OFF

WARNING:
You have chosen to make changes to the system boot settings. These settings
will alter the way that the computer is allowed to boot.  Proceed with caution.
Please select an option:

CHANGE BOOT MODE TO:
    1) UEFI Boot Mode, Secure Boot OFF
    2) UEFI Boot Mode, Secure Boot ON

Get scary warning #2

Use the ^(Up) and v(Down) arrow keys to move the pointer to the desired boot device.
Press [Enter] to a attempt the boot or ESC to Cancel. (* = Password Required)

Boot mode is set to: LEGACY; Secure Boot: OFF

WARNING:
You have chosen to enable the UEFI Secure Boot feature.
When this feature is enabled, it is only possible to boot an Operating
System or Application that is both Digitally Signed and Trusted. Changing
this setting may render the system unable to boot to the currently installed
Operating System. Please proceed with caution.

DO YOU WISH TO PROCEED?
    Yes
    No

Scary warning #3

Use the ^(Up) and v(Down) arrow keys to move the pointer to the desired boot device.
Press [Enter] to a attempt the boot or ESC to Cancel. (* = Password Required)

Boot mode is set to: LEGACY; Secure Boot: OFF

WARNING:
The required changes to enable the UEFI Secure Boot feature will now be applied.
Select <Apply the changes> to confirm the change or <Cancel> to abort and keep
the current settings.  Please only mke this change if you are certain.


FINAL CONFIRMATION:
    Apply the Change
    Cancel

Hey, my system is broken! Why didn't anyone warn me about this?

No bootable devices found.
Press F1 key to retry boot.
Press F2 key for setup utility.
Press F5 key to run onboard diagnostics.