I think the attached file is for DM800 HD not for DM800HD SE. I've downloaded the bootloader file here: http://linuxsat-support.com/showthread.php?t=38190
I've updated from Pli 2.1 to Pli 4.0 using the web interface. First i've updated the bootloader (upload the NFI file and hit flash) then type in the internal ip again (that is displayed when you restart the box and keep pressing the off button in the front). Then do the same thing again with the Image. Make sure the image is suited for the SIM you have in your box