Make sure you are not using a splitter, 90-degree adapter, or anything inline between the device and the OBDII port.
The next thing to check is the HDMI cable, port, and plug on the device. The pins on these are very small, and if misaligned and inserted with force can be easily damaged. Below are some examples of HDMI ports with various issues such as broken pieces, bent pins, lifting pins.
Sometimes this error can be caused by the timing of the ignition being turned on. If you have a Ford SHO vehicle try waiting to turn the ignition on until the second time it tells you.
Also on the 1999-04 Ford vehicles such as the Mustang, and 7.3L Super Duties make sure there is not a Chip in the J3 port of the ECM. (opposite side of the harness connector). If there is, it will need to be disconnected before attempting to tune again.
For all other vehicles, try again and make sure the ignition is on when it tells you to do so.