Hello. The R3 file should work perfectly for the R4 so you must have missed something. Lets try to sort it out.
Did you use the M17x R3 file from page 9? Make sure you put the AlienFX_Vis file in the right spot as it says in the README file.
You should be right after that as long as you followed the README info perfectly.
The README file is in the original load of stuff you would have downloaded here
It seems like it is working though now since the lights have gone off. This means that Winamp has taken control of your AlienFX. Read the instructions anyway just in case you missed something.
The hardest part is configuring the light zones. It's all trial and error. Unfortunately I don't have my Alienware with me right now. Read though what I wrote on page 15 of the Winamp thread. It's not the best guide but it may help you a little. I don't have a lot of experience with it. If you do get it started, remember that once you leave Winamp you will need to turn your AlienFX back on manually by selecting Go Dark and then Go Light on the little Alien head at the bottom of your screen.
Well, if you have the numpad in the config section and you have assigned the frequencies to it, it should be working. Have you put it in with another lighting zone or is it on it's own? If its with other zones and they are working then there is something wrong but if if it's on its own then you may not have it configured properly. Make sure you open up the beat detection thingo and play around with all the settings.