Is it behind another firewall?
-- I am configuring a internet lease line from an ISP, so I believe there is no firewall.
Is it in a network on the dashboard and configured?
-- Yes, i have created a Network with the appliance.
Go to the local status page of the MX and it should give you the reason why it cannot connect.
-- The local status page shows - "Something wrong with the MX, couldn't connect to the dashboard"