Check that you charge pump is being seen by the machine. When the machine in in CNC mode it will say "READY" on the blue screen but if it is seeing the charge pump signal there should also be a little symbol of a computer on the X4's blue screen.
If this symbol isn't there make sure the charge pump pin is set up in ports and pins in Mach 3. If this is OK you might have to adjust the pot on the board that the charge pump signal goes to.(I had to do this). There is a reference to this in the instructions.