Should I return my WD Live? It won't connect at all!

You seem to imply that you don’t normally turn your WD Live unit off (but you may not have intended that).  If that’s true, that’s the explanation.  After a firmware update,. as Rich suggested, you often need to either reset the unit, or power it off and on, and there’s no clear indication you did either.

I would NOT leave the Live on all the time - like any other device, it uses power and will wear out faster being left on.  Turning it off when not in use is a Good Idea, and may avoid many issues with it.

(And while I’m not sure which one of us you are referring to, I doubt in either case whether we were trying to be funny.  I didn’t know if you had tried it wired, and Tony didn’t know if you had a good connection.  In neither case were we trying to be anything other than helpful).