I've contacted the support regarding this issue. After the usual "reinstall-drivers-test-another-computer-reinstall-windows-buy-a-new-computer"-crap they made some research and came to the conclusion that motion detect setup only works when you are on the same network as the cameras. This means that you can't setup motion detect using myDlink.
Yes, I agree, it is unbelievable. However, it seems to be true, at least for me. If I'm on the same network as the cameras, motion detect works. If I'm using myDlink I get ClassNotFoundException.
Please check out:
http://forums.dlink.com/index.php?topic=48413.0
Others seems to experience this issue too.