Its a funny one this, I think it depends on the software of the box. I had a 4000n that I could not get to connect when using OCD and the box display was at NIT.
I then tryed SDT and that connected without any problems even on NIT (and the ERR. msgs that followed).
When I did it on a 4000t I had to do it very quickly or it would not work.
At 1st I thought it must have been caused by a problem with my crappy home-made jtag (which is made on a piece of cardboard from an old printer cable - cant complain though it cost me about 90 pence to make).
Anyway, it seems the best way is to boot the box into the eng menu, this has always worked for me.
edcase