Ok - I am back trying to sort this out. I am trying to set up the Amazon VPS (I currently have it working on a FXCM supported VPS.) Like I said above, I got the Zorro to appear in the Experts list and it is not grey. When I add it to a chart, I get the smiley at the top right corner but I don't get 'Controlled by Zorro' in the top left corner.

In the Experts tab of MT4, the follow comments are made:

2014.02.13 22:17:54.092 Zorro EURUSD,Daily: initialized
2014.02.13 22:17:54.092 unresolved import function call
2014.02.13 22:17:54.092 Cannot call 'ZorroMT4.ex4::ZorroInit', 'ZorroMT4.ex4' is not loaded
2014.02.13 22:17:51.893 Expert Zorro EURUSD,Daily: loaded successfully
2014.02.13 22:17:51.893 Cannot load 'C:\Users\Administrator\AppData\Roaming\MetaQuotes\Terminal\34EF254895CC84F97D52B470F2EE027D\MQL4\Libraries\ZorroMT4.ex4'

When I look in that shadow folder in the last line, ZorroMT4.ex4 is there. It is also in the non-shadow folder.

I tried compiling the EA. On the Experts list I right clicked the Zorro EA and selected Modify. The editor came up. I Clicked compile and it compiled correctly. But when I go to the normal and shadow folders, I see that the modified / created dates for the dll and ex4 files do not change.

Finally, this is the Zorro message window output:

Z5 (oP group) ..
ZorroMT4.dll => MT4 interface opened
Login MT4..
Broker: Can't open MT4 bridge! Check Zorro EA and account number 47855
Can't connect!

Thoughts?