I assume by your post that you have connected the NAS to your computer with a network cable.
The NAS, by default, is configured to get an IP address from a DHCP server. In a home environment, this would be your router. By connecting the NAS to your computer directly, it isn't able to do this. By default, the IP address of the NAS may be on a different subnet to your computer, causing communication to be impossible.
You have a couple of choices. Connect the NAS to your router and let it obtain a valid IP address for your network, or change your computer IP address to 192.168.0.123 to be on the same subnet as the NAS. then try the Easy Search Utility again. It's not actually required at all, you can configure the NAS via it's web interface by entering it's IP address in to a browser.
It might also help to disable any firewall software during setup.