I have gotten that message when I plug it in without having the key on. I found mine works best if I have the truck on (not started) and then plug it in.
Hope this helps. Once you get it going you will never want to run stock again... except when you are teaching a younger person to drive...
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2004 XLT SCAB / 4.6
Current: In bed lighting, K&N Drop-in, Gott's intake mod, Gryphon custom tuned
Future: Exhaust (next), UDP, eFans