i connected it wrong?
Hard to tell. But take a CAT5 patch cable and connect the NAS directly to your Mac, bypassing all and any routers/switches etc. If your LAN uses DHCP, set the IP address of your Mac manually to same you get from your LAN (otherwise it will auto-assign itself an address from different range).
Make sure you set the IP address to the same subnet your LAN is using to be able to see the NAS also after you connect it back to LAN.
The D-Link utility only needs to see the MAC address of the NIC inside NAS to find the device.