I finally resolved the issue by reinstalling the version 1.20 of the firmware. This was the firmware version on the label on the bottom of the DNR. I had to search the internet to find it and it was only available on the D-link Australia site.
Once installed, I used the CD that came with the DNR and then finally I was able to register with mydlink.
None of the setup wizards would work with 1.40 firmware, neither the original CD nor the Mac or PC versions available from D-link EU or UK or DE. Always the same message that it could not connect to the internet and asking me to check my internet connection parameters.
Then I upgraded the firmware again to 1.40 and everything still works.
I hope this is of use to someone in the same situation.