If you already assigned an IP address to your module, try pinging it first (Start>>Run>> Ping x.x.x.x).
If you don't get an answer the problem is there. A common cause for this is using a wrong cable. If you are connecting directly from your network card you will need a cross cable.
Another potential problem is firewall blocking. You need to allow MAX in your firewall.
Yet another is not being on the subnet as the device and having the subnet mask block your communication.
Did you manage to talk to it in the past?
Does it have an IP address?
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