Ok first do you have a 24v supply to the CSMIO outputs? Pins 1, 4, 7 and 10 are to be connected to +24v and pins 14, 17, 20 and 23 to the 0v of your supply.
Regarding the Index, in the plugin invert the encoder input, sounds like you have it the wrong way round, see screenshot.
One thing I should also say, any time you go into any of the config menus make sure the Reset in Mach is flashing first or your computer will hang.
Hood