Yes, I did. The info in the provided link indicated that the procedure to "re-install" is not for those with pre-installed OpenMG/SonicStage software, which my Vaio has.
As I am looking to buy one for my daughter, this is my first serious search on things MD and try as I may, I couldn't find information on how to overcome this problem with the AM-NX1. My Vaio is only a few months old, and the AM-NX1 was released more than a year ago. So it should be easy to just connect and use. But no, and hence now I really need help from the 'oldtimers' here.