Thanks @jrath and @jcl.

The problem I have is not really about getting the MT4 bridge to run.

Basically, I have the same MT4 demo account. I can get it running as the Real account (the Real selection is chosen) via the MT4 bridge. However, if I choose to run it as Demo account, then I get this error message. When I can verify that this account is in fact a Demo not a live account. So this troubles me a little and try to find out why this happens.

And I did try multiple combinations of starting up sequence even with different computers and VMs, but none worked so far using Demo option.