DX4000 Error Message "LOADING OS PLEASE WAIT"

It is enabled by default. You would have had to disable it or install a different firewall. Are you sure you used the correct IP for the DX4000?
You can look at this threads, but if you cant remote you may have a problem doing it

You might be able to install the aweico remote launcher and get to it that way?

http://www.awieco.de/Products/RemoteLauncher