Hi bigbadtom,
Assuming that you do (or did) have control of the coolant on/off and spindle fwd/rev + speed control, that was an option over the basic control functions. There was usually a rectangular dongle key attached to the printer port. Might even be inside the electrical cabinet directly attached to the computer box. When either your program line, or any spindle/coolant/other m-function gets read (even from the tool page), it checks to see if the key is there. I don't think it is seeing the key, therefore the message.
When you power up the control, I believe in the upper right there is a 'serial i.d' number or something to that effect. Like an 8-10 digit number. If it is all zero's, the key, cable or printer port is bad.
Hope this helps. - Tim